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April 2004 Martingale-type stochastic calculus for anticipating integral processes
Ciprian A. Tudor
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Bernoulli 10(2): 313-325 (April 2004). DOI: 10.3150/bj/1082380221

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.

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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

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Published: April 2004
First available in Project Euclid: 19 April 2004

zbMATH: 1062.60055
MathSciNet: MR2046776
Digital Object Identifier: 10.3150/bj/1082380221

Rights: Copyright © 2004 Bernoulli Society for Mathematical Statistics and Probability

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Vol.10 • No. 2 • April 2004
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