On a certain property of paths of extended stochastic integrals

DOI10.1007/BF00971398zbMATH Open0814.60049OpenAlexW2908880767MaRDI QIDQ1335932

A. A. jun. Dorogovtsev

Publication date: 8 November 1994

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971398

zbMATH Keywords

extended stochastic integralmultiple Itô integration

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Generalized stochastic integrals for smooth functionals of the white noise

Related Items (2)

Optimal extension to Sobolev rough paths ⋮ On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals

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