Some Results of Backward Itô Formula
type: Item
instance of: scholarly article
title: Some Results of Backward Itô Formula
zbMATH Open document ID: 1129.60051
DOI: 10.1080/07362990701283045
author: Guiseppe Da Prato
author: José-Luis Menaldi
author: Luciano Tubaro
published in: Stochastic Analysis and Applications
publication date: 2007-06-27T00:00:00Z
full work available at URL: https://digitalcommons.wayne.edu/mathfrp/46
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 5167881
zbMATH Keywords: backward stochastic integration
zbMATH Keywords: stochastic differential equations
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1968395089
cites work: Some remarks about backward itô formula and applications
cites work: Q3992729
cites work: Time reversal on Lévy processes
cites work: Stochastic partial differential equations and diffusion processes
cites work: Q3995203
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description: scientific article; zbMATH DE number 5167881