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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| Vydané v: | Stochastic analysis and applications Ročník 41; číslo 5; s. 974 - 998 |
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| Médium: | Journal Article |
| Jazyk: | English |
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Philadelphia
Taylor & Francis
03.09.2023
Taylor & Francis Ltd |
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| ISSN: | 0736-2994, 1532-9356 |
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| Abstract | 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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| AbstractList | 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. |
| Author | Jornet, Marc |
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| Cites_doi | 10.31390/cosa.7.2.05 10.31390/cosa.11.4.05 10.31390/cosa.8.1.07 10.1201/9781420009941 10.1016/j.camwa.2009.08.061 10.31390/cosa.10.3.05 10.1016/j.amc.2012.08.066 10.31390/cosa.2.3.05 10.3390/math9010075 10.31390/cosa.12.1.06 10.1007/978-1-4614-5906-4_24 10.31390/cosa.13.3.09 10.31390/cosa.11.4.06 10.1142/9789814447546_0014 10.31390/cosa.7.3.06 10.31390/cosa.12.4.06 10.31390/cosa.12.2.07 10.31390/josa.2.2.05 10.31390/cosa.6.4.07 10.1142/9789814383318_0003 10.3390/math8061013 |
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| References | Ayed W. (e_1_3_3_5_1) 2010; 16 Rudin W. (e_1_3_3_30_1) 1976 Folland G. B. (e_1_3_3_33_1) 1999 Itô K. (e_1_3_3_4_1) 1978 e_1_3_3_18_1 e_1_3_3_17_1 e_1_3_3_19_1 e_1_3_3_14_1 e_1_3_3_13_1 e_1_3_3_16_1 e_1_3_3_15_1 e_1_3_3_10_1 e_1_3_3_34_1 e_1_3_3_12_1 e_1_3_3_31_1 e_1_3_3_11_1 Soong T. T. (e_1_3_3_3_1) 1973 Øksendal B. (e_1_3_3_2_1) 2013 Abramowitz M. (e_1_3_3_29_1) 1972 Rudin W. (e_1_3_3_32_1) 1986 e_1_3_3_7_1 e_1_3_3_6_1 e_1_3_3_9_1 e_1_3_3_8_1 e_1_3_3_28_1 e_1_3_3_25_1 e_1_3_3_24_1 e_1_3_3_27_1 e_1_3_3_26_1 e_1_3_3_21_1 e_1_3_3_20_1 e_1_3_3_23_1 e_1_3_3_22_1 |
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| SubjectTerms | alternative definition existence Existence theorems Fubini's and Leibniz integral theorems Instantly independent process near-martingale |
| Title | On the Ayed-Kuo stochastic integration for anticipating integrands |
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