An explicit representation of local times of anticipative processes

DOI10.1080/17442509108833709zbMATH Open0739.60044OpenAlexW2069657496MaRDI QIDQ3978291

A. S. Üstünel

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1080/17442509108833709

zbMATH Keywords

Malliavin calculuslocal timedistribution-valued processesSkorokhod stochastic integralanticipative coefficients

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Integration by parts on Wiener space and the existence of occupation densities

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