scientific article

zbMath1224.60122MaRDI QIDQ3077861

Wided Ayed, Hui-Hsiung Kuo

Publication date: 22 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationstochastic integralItô's formulaadapted stochastic process

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (7)

A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes ⋮ On the Ayed-Kuo stochastic integration for anticipating integrands ⋮ Derivative of certain stochastic integrals with anticipating integrands ⋮ The Itô integral and near-martingales in Riesz spaces ⋮ A note on Gamma Wick products ⋮ Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$ ⋮ A sharp interpolation between the Hölder and Gaussian Young inequalities

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