The Non-uniform Riemann Approach to Anticipating Stochastic Integrals

DOI10.1081/SAP-120028598zbMath1056.60062OpenAlexW2060015327MaRDI QIDQ3158147

Huang Zhiyuan, Wang Cai Shi, Chew Tuan Seng

Publication date: 20 January 2005

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

Full work available at URL: https://doi.org/10.1081/sap-120028598

zbMATH Keywords

anticipating integralHenstock-Kurzweil approachRiemann approachSkorokhod-Hitsuda integral

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cites Work

• A comparison of stochastic integrals
• The Riemann approach to stochastic integration using non-uniform meshes
• Multiple Wiener integral
• On McShane’s Belated Stochastic Integral
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