SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On generalized multiple stochastic integrals and multiparameter anticipative calculus · Study

ChapterShelves

ChapterOn generalized multiple stochastic integrals and multiparameter anticipative calculus

Maria Jolis1990

Chapter1990

On generalized multiple stochastic integrals and multiparameter anticipative calculus

16 citations·0/0 files stored·Lecture notes in mathematics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

1988Stochastic calculus with anticipating integrands 1981Calcul d'ito sans probabilites 1976On a Generalization of a Stochastic Integral 1980Derivatives of Wiener functionals and absolute continuity of induced measures 1986Generalized stochastic integrals and the malliavin calculus 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†1974On nonlinear transformations of Gaussian measures 1988Generalized multiple stochastic integrals and the representation of wiener functionals

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Nonclausal stochastic integrals and calculuschapter · 11 shared references 1988Stochastic calculus with anticipating integrandsarticle · 8 shared references 1997Differentiable measures and the Malliavin calculusarticle · 7 shared references 2006A guide to the stochastic calculus of variationschapter · 6 shared references 1988Generalized multiple stochastic integrals and the representation of wiener functionalsarticle · 5 shared references 1988The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin Calculusarticle · 5 shared references

Details

Year1990

Typechapter

Published1990-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/bfb0083614

openalex_workW2155222025

Links

Imported from OpenAlex (CC0) — nothing here is generated.