Martingale-type stochastic calculus for anticipating integral processes
Tudor, Ciprian A.
Bernoulli, Tome 10 (2004) no. 2, p. 313-325 / Harvested from Project Euclid
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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.
Publié le : 2004-04-14
Classification:  Malliavin calculus,  stochastic integrals 
@article{1082380221,
     author = {Tudor, Ciprian A.},
     title = {Martingale-type stochastic calculus for anticipating integral processes},
     journal = {Bernoulli},
     volume = {10},
     number = {2},
     year = {2004},
     pages = { 313-325},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1082380221}
}

Tudor, Ciprian A. Martingale-type stochastic calculus for anticipating integral processes. Bernoulli, Tome 10 (2004) no. 2, pp.  313-325. http://gdmltest.u-ga.fr/item/1082380221/