Skorohod and Stratonovich line integrals in the plane

DOI10.1016/0304-4149(91)90081-MzbMath0744.60059MaRDI QIDQ1180189

Frederic Utzet, Josep Lluís Solé

Publication date: 27 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Green formulaline integralstwo-parameter processesanticipative calculus

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Green formulas in anticipating stochastic calculus

Cites Work

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• Stochastic calculus with anticipating integrands
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Stratonovich integral and trace
• Generalized multiple stochastic integrals and the representation of wiener functionals
• Multiple stochastic integrals: Projection and iteration

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