On the Ayed-Kuo stochastic integration for anticipating integrands

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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Vydáno v:Stochastic analysis and applications Ročník 41; číslo 5; s. 974 - 998
Hlavní autor: Jornet, Marc
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia Taylor & Francis 03.09.2023
Taylor & Francis Ltd
Témata:
alternative definition
existence
Existence theorems
Fubini's and Leibniz integral theorems
Instantly independent process
near-martingale
ISSN:0736-2994, 1532-9356
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Shrnutí: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.
Bibliografie:ObjectType-Article-1
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ObjectType-Feature-2
content type line 14
ISSN:0736-2994
1532-9356
DOI:10.1080/07362994.2022.2104730