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Itô's lemma without non-anticipatory conditions
12 references·0 citing·37 second hop
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this work references cited by second hop

References

  • 1988Stochastic calculus with anticipating integrands496 cited
  • 1980Brownian Motion457 cited
  • 1976Analysis of Brownian functionals229 cited
  • 1986Generalized stochastic integrals and the malliavin calculus156 cited
  • 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†153 cited
  • 1982L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel96 cited
  • 1987A two-sided stochastic integral and its calculus80 cited
  • 1985Sobolev spaces of Wiener functionals and Malliavin’s calculus69 cited
  • 1983Brownian functionals and applications46 cited
  • 2006Malliavin's calculus in terms of generalized Wiener functionals38 cited
  • 1988White noise approach to stochastic integration37 cited
  • 1982An Extension of the Stochastic Integral37 cited

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