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Nonclausal stochastic integrals and calculus · Study

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ChapterNonclausal stochastic integrals and calculus

David Nualart2006

Chapter2006

Nonclausal stochastic integrals and calculus

26 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Probability and Statistical Research Mathematical and Theoretical Analysis

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References

1951Multiple Wiener Integral 1978Stochastic calculus of variations and hypoelliptic operators 1988Stochastic calculus with anticipating integrands 1980Semi-Martingales et Grossissement d’une Filtration 1984Lectures on Stochastic Differential Equations and Malliavin Calculus 1981Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions 1981Calcul d'ito sans probabilites 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals

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Year2006

Typechapter

Published2006-11-24

VenueSpringer eBooks

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0081930

openalex_workW103899451

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