Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
BERGER, M., MIZEL, V. An extension of the stochastic integral. Ann. Probab. 10, 435–450, (1982).
CHENTSOV, N. N., Wiener random fields depending on several parameters. Dokl. Akad. Nauk. SSSR 106, 607, 609 (1956).
FÖLLMER, H. Calcul d’Itô sans probabilités. Séminaire de Probabilités XV. Lecture Notes in Math. 850, 143–150. Springer Verlag (1981).
MEYER, P. A. Transformations de Riesz pour les lois Gaussiennes. Séminaire de Probabilités XVIII. Lecture Notes in Math 1059, 179–193. Springer Verlag (1984).
NUALART, D., ZAKAI, M. Generalized stochastic integrals and the Malliavin Calculus. Probab. Theory and Related Fields 73, 255–280 (1986).
NUALART, D., ZAKAI, M. Generalized Multiple stochastic integrals and the representation of Wiener functionals. Stochastics 23, 311–330 (1988).
NUALART, D., PARDOUX, E. Stochastic Calculus with Anticipating integrands. Probab. Theory and Related Fields 78, 535–581 (1988).
OCONE, D. Malliavin Calculus and stochastic integral representation of functionals of diffusion processes. Stochastics 12, 161–185 (1984).
OGAWA, D. Quelques propiétés de l’intégrale stochastique du type noncausal. Japan Journal of Appl. Math. 1, 405–416 (1988).
RAMER, R. On non-linear transformations of Gaussian measures. J. Funct. Anal. 15, 166–187 (1974).
SHIGEKAWA, I. Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ. 20–2, 263–289 (1980).
SEKIGUCHI, T., SHIOTA, Y. L2-theory of noncausal stochastic integrals. Math. Rep. Toyama Univ. 8, 119–195 (1985).
SKOROHOD, A. V. On a generalization of a stochastic integral. Theory of Probab. and Appl. 20, 219–233 (19875).
USTUNEL, A. S. Representation of the Distributions on Wiener Space and Stochastic Calculus of Variations. J. of Functional Analysis, 70, 126–139 (1987).
USTUNEL, A. S. The Itô Formula for Anticipative Processes with Nonmonotonous Time Scale via the Malliavin Calculus. Probab. Theory and Related Fields 79, 249–269 (1988).
WATANABE, S. Stochastic differential equations and Malliavin Calculus. Tata Inst. of Fundamental Research. Springer Verlag (1984).
WONG, E., ZAKAI, M. Differentiation formulas for stochastic integrals in the plane. Stochastic Proc. and their Appl. 6 339–349 (1978).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1990 Springer-Verlag
About this paper
Cite this paper
Jolis, M., Sanz, M. (1990). On generalized multiple stochastic integrals and multiparameter anticipative calculus. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics II. Lecture Notes in Mathematics, vol 1444. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083614
Download citation
DOI: https://doi.org/10.1007/BFb0083614
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53064-0
Online ISBN: 978-3-540-46596-6
eBook Packages: Springer Book Archive