An analytic approach to stochastic calculus

DOI10.1016/S0764-4442(97)82994-1zbMath0914.60020MaRDI QIDQ4219583

Nicolas Privault

Publication date: 10 June 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

Itô formulaWiener-Poisson spaceanticipative calculusanalytic stochastic calculus

Mathematics Subject Classification ID

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

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