Skorokhod and pathwise stochastic calculus with respect to an L² process

DOI10.1515/rose.2000.8.3.201zbMath0973.60062OpenAlexW2067627293MaRDI QIDQ2722256

Ciprian A. Tudor, Nicolas Privault

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.3.201

zbMATH Keywords

Skorokhod integralpathwise integralanticipating processanticipating Itô's formula

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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