Anticipative calculus for Lévy processes and stochastic differential equations<sup>*</sup> (Q4821631)
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scientific article; zbMATH DE number 2108993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipative calculus for Lévy processes and stochastic differential equations<sup>*</sup> |
scientific article; zbMATH DE number 2108993 |
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Anticipative calculus for Lévy processes and stochastic differential equations<sup>*</sup> (English)
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21 October 2004
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Lévy processes
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anticipative calculus
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stochastic derivative
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Skorokhod integration
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Wick product
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\({\mathcal S}\)-transform
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