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Calcul anticipatif d'ordre deux - MaRDI portal

Calcul anticipatif d'ordre deux (Q4311558)

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scientific article; zbMATH DE number 679466
Language Label Description Also known as
English
Calcul anticipatif d'ordre deux
scientific article; zbMATH DE number 679466

    Statements

    title
    Calcul anticipatif d'ordre deux (English)
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    publication date
    22 November 1994
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    zbMATH Keywords
    anticipating stochastic calculus
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    Skorokhod integral
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    stochastic differential geometry
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    author
    A. Grorud
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    Monique Pontier
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H07
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    58J65
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    zbMATH DE Number
    679466
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    OpenAlex ID
    W1990338284
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