FORWARD, BACKWARD AND SYMMETRICAL STOCHASTIC INTEGRATION

被引：179
作者：
RUSSO, F
VALLOIS, P
机构：
[1] UNIV PARIS 06,PROBABIL LAB,CNRS,URA 224,F-75252 PARIS 05,FRANCE
[2] UNIV BIELEFELD,BIBOS,W-4800 BIELEFELD,GERMANY
来源：
PROBABILITY THEORY AND RELATED FIELDS | 1993年 / 97卷 / 03期
关键词：
D O I：
10.1007/BF01195073
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
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页码：403 / 421
页数：19
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