Forward, backward and symmetric stochastic integration

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Publication:1326273

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DOI10.1007/BF01195073zbMath0792.60046WikidataQ60961655 ScholiaQ60961655MaRDI QIDQ1326273

Francesco Russo, Pierre Vallois

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Wiener distributions non causal stochastic integrals

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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