On an extension of the stochastic integral

Andrzej Russek

Stochastic Processes and their Applications, 1991, vol. 39, issue 1, 45-53

Abstract: We give a sufficient condition for existence of the nonadapted extension of the stochastic integral introduced in Berger and Mizel (1982). The condition and the integral are expressed in terms of the differentiation operator on the Wiener space and its dual.

Keywords: stochastic; integral; nonadapted; Wiener; space; differentiation; operator (search for similar items in EconPapers)
Date: 1991
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