The new stochastic integral and anticipating stochastic differential equations

The new stochastic integral and anticipating stochastic differential equations

In this work, we develop further the theory of stochastic integration of adapted and instantly independent stochastic processes started by Wided Ayed and Hui-Hsiung Kuo in [1,2]. We provide a first counterpart to the It&ocirc isometry that accounts for both adapted and instantly independent proc...

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Bibliographic Details
Main Author: Szozda, Benedykt
Other Authors: Kuo, Hui-Hsiung
Format: Others
Language:en
Published: LSU 2012
Subjects:
Mathematics
Online Access:http://etd.lsu.edu/docs/available/etd-06052012-150153/

Internet

http://etd.lsu.edu/docs/available/etd-06052012-150153/

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