Forward, backward and symmetric stochastic integration

Francesco Russo; Pierre Vallois

doi:10.1007/BF01195073

Forward, backward and symmetric stochastic integration

Francesco Russo
, Pierre Vallois

Aix Marseille Université
Sorbonne Université

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

222 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	403-421
Nombre de pages	19
journal	Probability Theory and Related Fields
Volume	97
Numéro de publication	3
Les DOIs	https://doi.org/10.1007/BF01195073
état	Publié - 1 sept. 1993
Modification externe	Oui

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10.1007/BF01195073

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Forward, backward and symmetric stochastic integration

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