Martingale-type stochastic calculus for anticipating integral processes

DOI10.3150/bj/1082380221zbMath1062.60055OpenAlexW2043778887MaRDI QIDQ1769778

Ciprian A. Tudor

Publication date: 30 March 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1082380221

zbMATH Keywords

Malliavin calculusstochastic integrals

Mathematics Subject Classification ID

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

Related Items (5)

Fractional smoothness for the generalized local time of the indefinite Skorokhod integral ⋮ Anticipating integrals and martingales on the Poisson space ⋮ Iterative method for non-adapted fuzzy stochastic differential equations ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ Martingale structure of Skorohod integral processes

Cites Work

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• Stochastic calculus with anticipating integrands
• Integration by parts on Wiener space and the existence of occupation densities
• Stochastic processes possessing a skorohod integral representation
• Generalized multiple stochastic integrals and the representation of wiener functionals

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