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Itô's lemma without non-anticipatory conditions · Study

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ArticleItô's lemma without non-anticipatory conditions

Joachim Asch1991

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Articlebronze1991

Itô's lemma without non-anticipatory conditions

Joachim Asch · Jürgen Potthoff

25 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Mathematical and Theoretical Analysis Fuzzy Systems and Optimization

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References

1988Stochastic calculus with anticipating integrands 1980Brownian Motion 1976Analysis of Brownian functionals 1986Generalized stochastic integrals and the malliavin calculus 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†1982L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel 1987A two-sided stochastic integral and its calculus 1985Sobolev spaces of Wiener functionals and Malliavin’s calculus

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Year1991

Typearticle

Published1991-03-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01193581

openalex_workW2093645503

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