The existence and properties of local time of the Skorohod integral

DOI10.1515/ROSE.1993.1.3.293zbMATH Open0841.60038OpenAlexW1995136429MaRDI QIDQ4861912

Yuliya S. Mishura

Publication date: 8 February 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.3.293

zbMATH Keywords

Malliavin calculusSkorokhod integralTanaka's formulalocal time of anticipating processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)

Related Items (1)

Integration by parts on Wiener space and the existence of occupation densities

This page was built for publication: The existence and properties of local time of the Skorohod integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4861912)