Stochastic integration, trace and the skeleton of wiener functionals

DOI10.1080/17442509008833655zbMath0722.60049OpenAlexW2003100151MaRDI QIDQ3209944

Moshe Zakai

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833655

zbMATH Keywords

Malliavin calculustracenonadapted stochastic integralsskeleton of a Wiener functional

Mathematics Subject Classification ID

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

Related Items (4)

Forward, backward and symmetric stochastic integration ⋮ Discrete-time approximations of stochastic delay equations: the Milstein scheme. ⋮ Power variation of multiple fractional integrals ⋮ Differentiable measures and the Malliavin calculus

This page was built for publication: Stochastic integration, trace and the skeleton of wiener functionals