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The existence and properties of local time of the Skorohod integral - MaRDI portal

The existence and properties of local time of the Skorohod integral (Q4861912)

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scientific article; zbMATH DE number 836863
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English
The existence and properties of local time of the Skorohod integral
scientific article; zbMATH DE number 836863

    Statements

    The existence and properties of local time of the Skorohod integral (English)
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    8 February 1996
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    local time of anticipating processes
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    Skorokhod integral
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    Malliavin calculus
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    Tanaka's formula
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    Identifiers