Quelques propriétés de l’intégrale stochastique du type noncausal

DOI10.1007/BF03167066zbMath0637.60070MaRDI QIDQ5903558

Shigeyoshi Ogawa

Publication date: 1984

Published in: Japan Journal of Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic integral equationsorthonormal basestochastic integral of noncausal typesymmetric integral of Stratonovich-Fiskhypothesis of causality

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (6)

A two-sided stochastic integral and its calculus ⋮ Stochastic calculus with anticipating integrands ⋮ On the class of universally integrable random functions ⋮ Some aspects of strong inversion formulas of an SFT ⋮ Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry ⋮ A direct inversion formula for SFT

Cites Work

• Unnamed Item
• On the convergence of sums of independent Banach space valued random variables
• A partial differential equation with the white noise as a coefficient

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