Stochastic integrals for nonprevisible, multiparameter processes

DOI10.1007/BF01182982zbMath0799.60048OpenAlexW2052431714MaRDI QIDQ687076

Mylan Redfern, David E. Betounes

Publication date: 17 November 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01182982

zbMATH Keywords

weak derivativesIto's formula for multiparameter processesstochastic integrals of generalized multiparameter stochastic processeswhite- noise integrals

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Related Items (1)

Trace operators, Feynman distributions, and multiparameter white noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Brownian functionals and applications
• White noise approach to multiparameter stochastic integration
• Itô's lemma without non-anticipatory conditions
• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• White noise approach to stochastic integration
• A Malliavin-type anticipative stochastic calculus
• Calculus on Gaussian white noise. III
• A characterization of Hida distributions
• Wiener distributions and white noise analysis
• Stochastic integrals in the plane
• Multiple Wiener integral
• Ito's formula for continuous (N,d)-processes
• On a Generalization of a Stochastic Integral
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• On Integration in Vector Spaces

This page was built for publication: Stochastic integrals for nonprevisible, multiparameter processes