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 Str

DOI10.1007/BF01199789zbMath0725.60053OpenAlexW1995172310MaRDI QIDQ2277664

Michèle Thieullen

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01199789

zbMATH Keywords

Wiener processanticipative processesSkorokhod-type change of variable formulaStratonovich-type change of variable formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items

Forward, backward and symmetric stochastic integration, Green formulas in anticipating stochastic calculus

Cites Work

• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Generalized multiple stochastic integrals and the representation of wiener functionals
• [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres]