• Title of article

    Green formulas in anticipating stochastic calculus

  • Author/Authors

    Delgado، نويسنده , , Rosario and Sanz-Solé، نويسنده , , Marta، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    36
  • From page
    113
  • To page
    148
  • Abstract
    In this paper we state Green type formulas for nonadapted processes with respect to “anticipating semimartingales”, say U, in the Stratonovich and the Skorohod formulation. To this end we develop some notions of anticipating stochastic calculus with respect to U, based on multiple and line integrals. The basic ingredients are a Hu-Meyer formula for multiple integrals with respect to U and a Fubini theorem for the multiple Stratonovich integral.
  • Keywords
    Anticipating stochastic calculus , Skorohod integral , Stratonovich integral , trace , Green formulas
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575693