On near-martingales and a class of anticipating linear stochastic differential equations
type: Item
instance of: scholarly article
title: On near-martingales and a class of anticipating linear stochastic differential equations
author: Hui-Hsiung Kuo
author: Pujan Shrestha
author: Q6058909
author: P. Sundar
published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics
publication date: 2024-10-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 7923760
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: near-martingales
zbMATH Keywords: anticipating integrals
zbMATH Keywords: large deviations
zbMATH Keywords: optional stopping theorem
MaRDI profile type: Publication
cites work: Q4197141
cites work: On a Generalization of a Stochastic Integral
cites work: An extension of the Itô integral
cites work: On the Product of Semi-Groups of Operators
cites work: The Malliavin Calculus and Related Topics
cites work: Q4391441
DOI: 10.1142/S0219025723500297
description: scientific article; zbMATH DE number 7923760