Abstract
We prove that the class of Skorohod integral processes coincides with a class of Itôintegrals. Using the techniques of the classical Itôstochastic calculus, we develop a new stochastic calculus for Skorohod integral processes, different from that introduced by Nualart and Pardoux.
Citation
Ciprian A. Tudor. "Martingale-type stochastic calculus for anticipating integral processes." Bernoulli 10 (2) 313 - 325, April 2004. https://doi.org/10.3150/bj/1082380221
Information