On the Ayed-Kuo stochastic integration for anticipating integrands

被引：2

作者：

Jornet, Marc ^{[1
]}

机构：

[1] Univ Valencia, Dept Matemat, Burjassot, Spain

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2023年 / 41卷 / 05期

关键词：

Instantly independent process; existence; Fubini's and Leibniz integral theorems; alternative definition; near-martingale;

D O I：

10.1080/07362994.2022.2104730

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we prove new results for the anticipating stochastic integral introduced by Ayed and Kuo. We present an existence criterion for the integral, a Fubini's theorem, a Leibniz integral rule, and an alternative definition for a class of integrands.

引用

页码：974 / 998

页数：25

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