Continuity of some anticipating integral processes

DOI10.1016/S0167-7152(97)00118-1zbMath0894.60044MaRDI QIDQ1379912

David Nualart, Yaozhong Hu

Publication date: 24 June 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Sobolev spaceMalliavin calculusClark-Ocone formulaSkorokhod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Anticipating stochastic Volterra equations ⋮ Stochastic evolution equations with random generators

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Conditions for sample-continuity and the central limit theorem
• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
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