A Malliavin-type anticipative stochastic calculus (Q1099881)
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scientific article; zbMATH DE number 4042973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Malliavin-type anticipative stochastic calculus |
scientific article; zbMATH DE number 4042973 |
Statements
A Malliavin-type anticipative stochastic calculus (English)
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1988
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Two variants of extended stochastic integral calculus are exposed; the first due to \textit{A. V. Skorokhod} [Teor. Verojatn. Primen. 20, 223-238 (1975; Zbl 0333.60060)] and the second due to \textit{S. Ogawa} [See Tôhoku Math. J., II. Ser. 36, 41-48 (1984; Zbl 0551.60058)] and the author and \textit{V. J. Mizel} [Ann. Probab. 10, 435-450 (1982; Zbl 0499.60066)]. Connections with Malliavin calculus are discussed.
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extended stochastic integrals
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Malliavin calculus
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0.9290839
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0.9176054
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0.91708577
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0.9167002
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