Itô-Skorohod stochastic equations and applications to finance

DOI10.1155/S1048953304311044zbMath1071.60042OpenAlexW1991291225MaRDI QIDQ1773288

Ciprian A. Tudor

Publication date: 26 April 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51652

zbMATH Keywords

Itô integralMalliavin calculusmathematical financeanticipating stochastic calculus

Mathematics Subject Classification ID

Related Items (2)

Iterative method for non-adapted fuzzy stochastic differential equations ⋮ Approximate solutions to anticipative stochastic differential equations

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