Skorohod integral of a product of two stochastic processes

DOI10.1007/BF02214263zbMath0882.60052OpenAlexW2008799727MaRDI QIDQ1356621

David Nualart, Philip E. Protter

Publication date: 3 February 1998

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214263

zbMATH Keywords

stochastic processesSkorokhod integralOrnstein-Uhlenbeck semigroup

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• A two-sided stochastic integral and its calculus
• Stochastic calculus with anticipating integrands
• Smoothness of Brownian local times and related functionals
• Integrator properties of the skorohod integral
• On a Generalization of a Stochastic Integral
• Stochastic Integration for Some Rough Non‐adapted Processes

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