Stochastic integrals for nonprevisible, multiparameter processes

DOI10.1007/BF01182982zbMATH Open0799.60048OpenAlexW2052431714MaRDI QIDQ687076FDOQ687076

Authors: Mylan Redfern, David E. Betounes 

Publication date: 17 November 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01182982

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zbMATH Keywords

weak derivativesIto's formula for multiparameter processesstochastic integrals of generalized multiparameter stochastic processeswhite- noise integrals

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cites Work

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Cited In (10)

• Title not available (Why is that?)
• Multitime differentiable stochastic processes, diffusion PDEs, Tzitzeica hypersurfaces
• Nonlinear stochastic integration with a non-smooth family of integrators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Trace operators, Feynman distributions, and multiparameter white noise
• Title not available (Why is that?)
• A multiparameter stochastic integral and forward equations
• Title not available (Why is that?)

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