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On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula

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Stochastic Partial Differential Equations and Applications II

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1390))

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References

  1. Rosinski, J., On Stochastic integration by series of Wiener Integrals, Preprint, 1985.

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  2. Zeitouni, O., and Dembo, A., Existence for two point stochastic boundary value problems, submitted, 1987.

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  3. Nualart, D. and Pardoux, E., Stochastic calculus with anticipative integrands, preprint, 1986.

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  4. Nualart, D. and Zakai, M., Generalized stochastic integrals and the Malliavin calculus, Prob. Theory Rel. Fields, 1986, pp. 255–280.

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Author information

Authors and Affiliations

  1. Information Systems Laboratory, Stanford University, 94305, Stanford, CA

    Amir Dembo

  2. Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, 02139, Cambridge, MA

    Ofer Zeitouni

Authors
  1. Amir Dembo
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  2. Ofer Zeitouni
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Giuseppe Da Prato Luciano Tubaro

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© 1989 Springer-Verlag

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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

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  • DOI: https://doi.org/10.1007/BFb0083937

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

  • eBook Packages: Springer Book Archive

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