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Stochastic calculus with anticipating integrands

1988509 citationsJournal Articlebronze Open Access

Authors

David Nualart · Universitat de Barcelona

Étienne Pardoux · Institut de Mathématiques de Marseille

Topics & Keywords

Stochastic processes and financial applications Risk and Portfolio Optimization Economic theories and models

Publication Details

Published in: Probability Theory and Related Fields

Volume 78, Issue 4, pp. 535-581

DOI: 10.1007/bf00353876

Field-Weighted Citation Impact: 40.48

Stochastic calculus with anticipating integrands | Researchclopedia