Green formulas in anticipating stochastic calculus

DOI10.1016/0304-4149(94)00070-AzbMath0822.60049MaRDI QIDQ1890717

Rosario Delgado, Marta Sanz-Solé

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustraceSkorokhod integralStratonovich integralGreen formulasanticipating stochastic calculusFubini theorem for Stratonovich integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Unnamed Item
• Stochastic calculus with anticipating integrands
• Skorohod and Stratonovich line integrals in the plane
• Stochastic integrals in the plane
• Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Stratonovich and of Skorokhod type)
• Multiple Wiener integral
• Stratonovich integral and trace
• Generalized multiple stochastic integrals and the representation of wiener functionals
• The hu-meyer formula for non deterministic kernels
• Integrator properties of the skorohod integral
• Calcul anticipatif d'ordre deux

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