Every measurable real-valued function $f$ on the space of Wiener process paths $\{W(t): 0 \leqq t \leqq 1\}$ can be represented as an Itô stochastic integral $\int^1 ...
We prove that the class of Skorohod integral processes coincides with a class of Itô integrals. Using the techniques of the classical Itô stochastic calculus, we develop a new stochastic calculus for ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback