The doob‐meyer decomposition for anticipating processes

DOI10.1080/17442509108833683zbMath0723.60049OpenAlexW2092679825MaRDI QIDQ3210636

David Nualart, Nguyen Minh Duc, Marta Sanz-Solé

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/17442509108833683

zbMATH Keywords

Doob-Meyer decompositionSkorokhod integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (2)

Doob-Meyer decomposition for set-indexed submartingales ⋮ The generalized covariation process and Itô formula

Cites Work

• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
• Planar semi-martingales
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Stochastic integrals in the plane
• Stochastic processes possessing a skorohod integral representation

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