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Generalized stochastic integrals for smooth functionals of the white noise

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Publication:5899939
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DOI10.1007/BF01056490zbMath0707.60046MaRDI QIDQ5899939

No author found.

Publication date: 1989

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


zbMATH Keywords

integration by partsstochastic derivativeextended stochastic integral


Mathematics Subject Classification ID

Stochastic integrals (60H05)


Related Items (2)

Linear equations containing generalized stochastic integrals ⋮ Numerical solution of stochastic linear heat conduction problem by using new algorithms




Cites Work

  • Stochastic calculus with anticipating integrands




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