Skip to main content

On generalized multiple stochastic integrals and multiparameter anticipative calculus

  • Conference paper
  • First Online:
Stochastic Analysis and Related Topics II

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1444))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 54.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 69.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. BERGER, M., MIZEL, V. An extension of the stochastic integral. Ann. Probab. 10, 435–450, (1982).

    Article  MathSciNet  MATH  Google Scholar 

  2. CHENTSOV, N. N., Wiener random fields depending on several parameters. Dokl. Akad. Nauk. SSSR 106, 607, 609 (1956).

    MathSciNet  Google Scholar 

  3. FÖLLMER, H. Calcul d’Itô sans probabilités. Séminaire de Probabilités XV. Lecture Notes in Math. 850, 143–150. Springer Verlag (1981).

    Google Scholar 

  4. MEYER, P. A. Transformations de Riesz pour les lois Gaussiennes. Séminaire de Probabilités XVIII. Lecture Notes in Math 1059, 179–193. Springer Verlag (1984).

    Google Scholar 

  5. NUALART, D., ZAKAI, M. Generalized stochastic integrals and the Malliavin Calculus. Probab. Theory and Related Fields 73, 255–280 (1986).

    Article  MathSciNet  MATH  Google Scholar 

  6. NUALART, D., ZAKAI, M. Generalized Multiple stochastic integrals and the representation of Wiener functionals. Stochastics 23, 311–330 (1988).

    Article  MathSciNet  MATH  Google Scholar 

  7. NUALART, D., PARDOUX, E. Stochastic Calculus with Anticipating integrands. Probab. Theory and Related Fields 78, 535–581 (1988).

    Article  MathSciNet  MATH  Google Scholar 

  8. OCONE, D. Malliavin Calculus and stochastic integral representation of functionals of diffusion processes. Stochastics 12, 161–185 (1984).

    Article  MathSciNet  MATH  Google Scholar 

  9. OGAWA, D. Quelques propiétés de l’intégrale stochastique du type noncausal. Japan Journal of Appl. Math. 1, 405–416 (1988).

    Article  MATH  Google Scholar 

  10. RAMER, R. On non-linear transformations of Gaussian measures. J. Funct. Anal. 15, 166–187 (1974).

    Article  MathSciNet  MATH  Google Scholar 

  11. SHIGEKAWA, I. Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ. 20–2, 263–289 (1980).

    MathSciNet  MATH  Google Scholar 

  12. SEKIGUCHI, T., SHIOTA, Y. L2-theory of noncausal stochastic integrals. Math. Rep. Toyama Univ. 8, 119–195 (1985).

    MathSciNet  MATH  Google Scholar 

  13. SKOROHOD, A. V. On a generalization of a stochastic integral. Theory of Probab. and Appl. 20, 219–233 (19875).

    Google Scholar 

  14. USTUNEL, A. S. Representation of the Distributions on Wiener Space and Stochastic Calculus of Variations. J. of Functional Analysis, 70, 126–139 (1987).

    Article  MathSciNet  MATH  Google Scholar 

  15. 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).

    Article  MathSciNet  MATH  Google Scholar 

  16. WATANABE, S. Stochastic differential equations and Malliavin Calculus. Tata Inst. of Fundamental Research. Springer Verlag (1984).

    Google Scholar 

  17. WONG, E., ZAKAI, M. Differentiation formulas for stochastic integrals in the plane. Stochastic Proc. and their Appl. 6 339–349 (1978).

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Hayri Korezlioglu Ali Suleyman Ustunel

Rights and permissions

Reprints 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

Publish with us

Policies and ethics