Stochastic integrals for nonprevisible, multiparameter processes

DOI10.1007/BF01182982MaRDI QIDQ687076zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(10)

• Multitime differentiable stochastic processes, diffusion PDEs, Tzitzeica hypersurfaces
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• Trace operators, Feynman distributions, and multiparameter white noise
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• scientific article; zbMATH DE number 4215086 (Why is no real title available?)
• scientific article; zbMATH DE number 3848336 (Why is no real title available?)
• scientific article; zbMATH DE number 4184536 (Why is no real title available?)
• A multiparameter stochastic integral and forward equations
• Nonlinear stochastic integration with a non-smooth family of integrators

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