Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case

DOI10.1080/07362999508809407zbMath0831.60061OpenAlexW2040402600MaRDI QIDQ4848790

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Publication date: 11 February 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809407

zbMATH Keywords

Itô formulaSkorokhod integralStratonovich integraltwo-parameter process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Cites Work

• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Unnamed Item

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