Derivative of certain stochastic integrals with anticipating integrands

DOI10.1007/s00009-023-02558-0OpenAlexW4389785081MaRDI QIDQ6125360

M. Jornet

Publication date: 11 April 2024

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-023-02558-0

zbMATH Keywords

Lebesgue differentiation theoremfundamental theorem of calculusanticipating integrandinstantly independent processAyed-Kuo stochastic integral

Mathematics Subject Classification ID

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

Cites Work

• Random differential equations in science and engineering
• AN ISOMETRY FORMULA FOR A NEW STOCHASTIC INTEGRAL
• Stochastic Integrals and Derivatives
• On the Ayed-Kuo stochastic integration for anticipating integrands
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