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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Bibliographic Details
Published in:	Stochastic analysis and applications Vol. 41; no. 5; pp. 974 - 998
Main Author:	Jornet, Marc
Format:	Journal Article
Language:	English
Published:	Philadelphia Taylor & Francis 03.09.2023 Taylor & Francis Ltd
Subjects:	alternative definition existence Existence theorems Fubini's and Leibniz integral theorems Instantly independent process near-martingale
ISSN:	0736-2994, 1532-9356
Online Access:	Get full text
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Summary:	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.
Bibliography:	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