Forward, backward and symmetric stochastic integration
type: Item
instance of: scholarly article
title: Forward, backward and symmetric stochastic integration
zbMATH Open document ID: 0792.60046
DOI: 10.1007/BF01195073
author: Francesco Russo
author: Pierre Vallois
publication date: 1994-07-14T00:00:00Z
review text: We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 569009
zbMATH Keywords: non causal stochastic integrals
zbMATH Keywords: Wiener distributions
Wikidata QID: Q60961655
reviewed by: Francesco Russo
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 569009