Itô's lemma without non-anticipatory conditions

DOI10.1007/BF01193581zbMATH Open0695.60054WikidataQ124817919 ScholiaQ124817919MaRDI QIDQ910101FDOQ910101

Joachim Asch, Jürgen Potthoff

Publication date: 1991

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4030648

zbMATH Keywords

stochastic integralanticipatory integrandsItô lemma

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

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Cited In (12)

• Stochastic integrals for nonprevisible, multiparameter processes
• ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES
• Title not available (Why is that?)
• Wiener distributions and white noise analysis
• Itô's lemma without non-anticipatory conditions
• A generalization of Itô's lemma
• Forward, backward and symmetric stochastic integration
• The pressure equation for fluid flow in a stochastic medium
• Anticipating integrals for a class of martingales
• The generalized covariation process and Itô formula
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• MINIMAL VARIANCE HEDGING FOR INSIDER TRADING

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