A note on the truncated Skorohod integral process

DOI10.1080/17442508.2013.775288zbMath1312.60073OpenAlexW1985014918MaRDI QIDQ2875267

Matthijs Pronk

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.775288

zbMATH Keywords

Malliavin calculusSkorokhod integral processestruncated integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Tools for Malliavin calculus in UMD Banach spaces

Cites Work

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