Itô's lemma without non-anticipatory conditions
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Publication:910101
DOI10.1007/BF01193581zbMath0695.60054WikidataQ124817919 ScholiaQ124817919MaRDI QIDQ910101
Joachim Asch, Juergen Potthoff
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
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Forward, backward and symmetric stochastic integration ⋮ Discrete-time approximations of stochastic delay equations: the Milstein scheme. ⋮ ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES ⋮ The pressure equation for fluid flow in a stochastic medium ⋮ The generalized covariation process and Itô formula ⋮ Itô's lemma without non-anticipatory conditions ⋮ MINIMAL VARIANCE HEDGING FOR INSIDER TRADING ⋮ Wiener distributions and white noise analysis ⋮ Stochastic integrals for nonprevisible, multiparameter processes
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