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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Veröffentlicht in:Stochastic analysis and applications Jg. 41; H. 5; S. 974 - 998
1. Verfasser: Jornet, Marc
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Philadelphia Taylor & Francis 03.09.2023
Taylor & Francis Ltd
Schlagworte:
alternative definition
existence
Existence theorems
Fubini's and Leibniz integral theorems
Instantly independent process
near-martingale
ISSN:0736-2994, 1532-9356
Online-Zugang:Volltext
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Zusammenfassung: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.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0736-2994
1532-9356
DOI:10.1080/07362994.2022.2104730