Anticipative stochastic integration based on time-space chaos

DOI10.1016/j.spa.2004.03.003zbMath1071.60041OpenAlexW2086802754MaRDI QIDQ2485780

Giovanni Peccati

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2004.03.003

zbMATH Keywords

Malliavin operators

Mathematics Subject Classification ID

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

Cites Work

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• On weak Brownian motions of arbitrary order
• Explicit formulae for time-space Brownian chaos.
• Geometry of differential space
• Equivalence of Volterra processes.
• On a Generalization of a Stochastic Integral
• A representation result for time-space Brownian chaos

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