Explicit stochastic integral representations for historical functionals
type: Item
instance of: scholarly article
title: Explicit stochastic integral representations for historical functionals
zbMATH Open document ID: 0852.60062
author: Steven Neil Evans
author: Edwin Perkins
published in: The Annals of Probability
publication date: 1996-12-02T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 897276
zbMATH Keywords: superprocess
zbMATH Keywords: historical process
zbMATH Keywords: martingale measure
zbMATH Keywords: stochastic integral
zbMATH Keywords: predictable representation
zbMATH Keywords: Clark's formula
zbMATH Keywords: Wiener chaos
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176987803
OpenAlex ID: W2072525614
DOI: 10.1214/AOP/1176987803
Recommended article: Q5045087
Recommended article: Q4705110
Recommended article: The weak functional representation of historical martingales
Recommended article: Q5091402
Recommended article: On the stochastic integral representation of Brownian functionals
Recommended article: Q5091331
Recommended article: A stochastic integral representation for random evolutions
Recommended article: Q5091355
Recommended article: A New Representation for Stochastic Integrals and Equations
description: scientific article; zbMATH DE number 897276