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scientific article; zbMATH DE number 219314 - MaRDI portal

scientific article; zbMATH DE number 219314

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Publication:4695464

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zbMath0772.60042MaRDI QIDQ4695464

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Publication date: 29 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculus Skorokhod integral anticipating integrands Itô- Venttsel' formula

Mathematics Subject Classification ID

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

Related Items (1)

A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation

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