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
Link To Document :
بازگشت