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Anticipating stratonovich integral with respect to the Azema's martingales - MaRDI portal

Anticipating stratonovich integral with respect to the Azema's martingales (Q3146481)

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English
Anticipating stratonovich integral with respect to the Azema's martingales
scientific article

    Statements

    title
    Anticipating stratonovich integral with respect to the Azema's martingales (English)
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    author
    Ciprian A. Tudor
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    Josep Vives
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    publication date
    1 January 2003
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    zbMATH Keywords
    Skorokhod integral
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    Stratonovich integral
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    normal martingales
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    Poisson process
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    Azéma martingales
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    Identifiers

    DOI
    10.1081/SAP-120004120
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    Mathematics Subject Classification ID
    60H05
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    60H07
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    60G44
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    zbMATH DE Number
    1799782
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    OpenAlex ID
    W2047785441
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