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.

Uložené v:
Podrobná bibliografia
Vydané v:Stochastic analysis and applications Ročník 41; číslo 5; s. 974 - 998
Hlavný autor: Jornet, Marc
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Philadelphia Taylor & Francis 03.09.2023
Taylor & Francis Ltd
Predmet:
alternative definition
existence
Existence theorems
Fubini's and Leibniz integral theorems
Instantly independent process
near-martingale
ISSN:0736-2994, 1532-9356
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Popis
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.
Bibliografia: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