On the Ayed-Kuo stochastic integration for anticipating integrands

DOI10.1080/07362994.2022.2104730zbMath1524.60110OpenAlexW4292155338MaRDI QIDQ6049524

M. Jornet

Publication date: 17 October 2023

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

Full work available at URL: https://doi.org/10.1080/07362994.2022.2104730

zbMATH Keywords

existencenear-martingalealternative definitionFubini's and Leibniz integral theoremsinstantly independent process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Derivative of certain stochastic integrals with anticipating integrands

Cites Work

• Random differential operational calculus: theory and applications
• Random differential equations in science and engineering
• Solving initial and two-point boundary value linear random differential equations: a mean square approach
• A Short Rate Model Using Ambit Processes
• AN ISOMETRY FORMULA FOR A NEW STOCHASTIC INTEGRAL
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