An Extension of Itô's Formula for Anticipating Processes

• 1 January 1998
• journal article
• Published by Springer Nature in Journal of Theoretical Probability
• Vol. 11  (2) , 493-514
• https://doi.org/10.1023/a:1022692024364

Abstract

Keywords

• ADAPTED
• BROWNIAN
• CANONICAL
• ITÔ'S FORMULA
• FORMULA FOR ANTICIPATING
• EXTENSION OF ITÔ'S