A Hu-Meyer Formula For Generalized Multiple Anticipating Integrals

DOI10.1080/17442509608834071zbMath0947.60062OpenAlexW1996435550MaRDI QIDQ4364120

Maria Jolis, Rosario Delgado

Publication date: 6 November 2000

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

Full work available at URL: https://doi.org/10.1080/17442509608834071

zbMATH Keywords

Stratonovich integralmultiparameter Brownian motionanticipating integrals

Mathematics Subject Classification ID

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

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