An anticipatory Itô formula

DOI10.3792/pjaa.72.36zbMath0866.60045OpenAlexW2035745080MaRDI QIDQ1924876

Hui-Hsiung Kuo, K. Nishi

Publication date: 20 July 1997

Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pjaa.72.36

zbMATH Keywords

Itô's formulaHitsuda-Skorokhod integralstochastic integrals with nonanticipative integrands

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

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• Calculus on Gaussian white noise. III
• White noise calculus and Fock space
• On a Generalization of a Stochastic Integral

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