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Forward, backward and symmetric stochastic integration
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  • Published: September 1993

Forward, backward and symmetric stochastic integration

  • Francesco Russo1 nAff2 &
  • Pierre Vallois2 

Probability Theory and Related Fields volume 97, pages 403–421 (1993)Cite this article

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Summary

We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.

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Author information

Author notes
  1. Francesco Russo

    Present address: BIBOS, Universität Bielefeld, D-4800, Bielefeld, Germany

Authors and Affiliations

  1. UFR-MIM, Université de Provence, 3 Place Victor Hugo, F-13331, Marseille Cédex 3, France

    Francesco Russo

  2. URA 224, CNRS, Laboratoire de Probabilités, Université Pierre et Marie Curie, Tour 56, 3e étage, 4 Place Jussieu, F-75252, Paris Cédex 05, France

    Pierre Vallois

Authors
  1. Francesco Russo
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  2. Pierre Vallois
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Cite this article

Russo, F., Vallois, P. Forward, backward and symmetric stochastic integration. Probab. Th. Rel. Fields 97, 403–421 (1993). https://doi.org/10.1007/BF01195073

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  • Received: 20 December 1991

  • Revised: 26 April 1993

  • Issue Date: September 1993

  • DOI: https://doi.org/10.1007/BF01195073

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Mathematics Subject Classification

  • 60H05
  • 60H07
  • 60H30
  • 60J65
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