The hu-meyer formula for non deterministic kernels

DOI10.1080/17442509208833752zbMath0752.60038OpenAlexW2081174343WikidataQ126244098 ScholiaQ126244098MaRDI QIDQ3991740

Rosario Delgado, Marta Sanz-Solé

Publication date: 28 June 1992

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

Full work available at URL: http://hdl.handle.net/2445/151940

zbMATH Keywords

Hu-Meyer formulamultiple Stratonovich integralMalliavin derivative operator

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (4)

Discrete-time approximations of stochastic delay equations: the Milstein scheme. ⋮ Green formulas in anticipating stochastic calculus ⋮ Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions ⋮ Convergence to SPDEs in Stratonovich form

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