Stochastic integrals of anticipating processes and predictable dual projections

DOI10.5565/PUBLMAT_43199_13zbMath0936.60051OpenAlexW2010249658MaRDI QIDQ1301341

Marc Yor, Catherine Donati-Martin

Publication date: 9 May 2000

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41359

zbMATH Keywords

path decompositiondual projectionbalayage formulastochastic anticipating integral

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

This page was built for publication: Stochastic integrals of anticipating processes and predictable dual projections