Keywords
- Cauchy Sequence
- Malliavin Calculus
- Total Variation Norm
- Decomposition Formula
- Continuous Martingale
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Rosinski, J., On Stochastic integration by series of Wiener Integrals, Preprint, 1985.
Zeitouni, O., and Dembo, A., Existence for two point stochastic boundary value problems, submitted, 1987.
Nualart, D. and Pardoux, E., Stochastic calculus with anticipative integrands, preprint, 1986.
Nualart, D. and Zakai, M., Generalized stochastic integrals and the Malliavin calculus, Prob. Theory Rel. Fields, 1986, pp. 255–280.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Dembo, A., Zeitouni, O. (1989). On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083937
Download citation
DOI: https://doi.org/10.1007/BFb0083937
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51510-4
Online ISBN: 978-3-540-48200-0
eBook Packages: Springer Book Archive
