Stochastic calculus with anticipating integrands
- 1 August 1988
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 78 (4) , 535-581
- https://doi.org/10.1007/bf00353876
Abstract
No abstract availableKeywords
This publication has 17 references indexed in Scilit:
- Stochastic calculus associated with skorohod's integralPublished by Springer Nature ,2006
- Generalized stochastic integrals and the malliavin calculusProbability Theory and Related Fields, 1986
- Transformations de riesz pour les lois gaussiennesLecture Notes in Mathematics, 1984
- An Extension of the Stochastic IntegralThe Annals of Probability, 1982
- L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnelJournal of Functional Analysis, 1982
- On backward stochastic differential equationsStochastics, 1982
- Martingales, the Malliavin calculus and hypoellipticity under general H rmander's conditionsProbability Theory and Related Fields, 1981
- Calcul d'ito sans probabilitesPublished by Springer Nature ,1981
- Propriété de trace en dimension infinie d'espaces du type SobolevBulletin de la Société Mathématiques de France, 1977
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951