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Generalized stochastic integrals for smooth functionals of the white noise - MaRDI portal

Generalized stochastic integrals for smooth functionals of the white noise

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Publication:5899728

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DOI10.1007/BF01056490zbMATH Open0695.60053MaRDI QIDQ5899728

Andrey A. Dorogovtsev

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

integration by parts stochastic derivative extended stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

On a certain property of paths of extended stochastic integrals

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