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.
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页码：974 / 998
页数：25
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