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1. Skorokhod and pathwise stochastic calculus with respect to an L[sup2] process.

Author

Privault, Nicolas and Tudor, Ciprian

Subjects
*STOCHASTIC differential equations, *INTEGRAL operators, *SOBOLEV spaces
Abstract

Proposes a stochastic calculus with respect to a class ... of anticipating processes which is wider than the class of Skorokhod integral processes. Notation and preliminaries on the Skorokhod integral operator; Extension of the Skorokhod integral as a continuous operator on Sobolev spaces; Conditions for the existence of pathwise integrals.

Published
2000
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