On some sample path properties of Skorohod integral processes

Martin T. Barlow; Peter Imkeller

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 70-80

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Barlow, Martin T., and Imkeller, Peter. "On some sample path properties of Skorohod integral processes." Séminaire de probabilités de Strasbourg 26 (1992): 70-80. <http://eudml.org/doc/113834>.

@article{Barlow1992,
author = {Barlow, Martin T., Imkeller, Peter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingales; stochastic integral; sample path behaviour; smooth occupation densities},
language = {eng},
pages = {70-80},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On some sample path properties of Skorohod integral processes},
url = {http://eudml.org/doc/113834},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Barlow, Martin T.
AU - Imkeller, Peter
TI - On some sample path properties of Skorohod integral processes
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 70
EP - 80
LA - eng
KW - semimartingales; stochastic integral; sample path behaviour; smooth occupation densities
UR - http://eudml.org/doc/113834
ER -

References

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  2. [2] Buckdahn, R.Quasilinear partial stochastic differential equations without nonanticipation requirement. Preprint Nr. 176, Humboldt-UniversitaetBerlin (1988). MR1165086
  3. [3] Buckdahn, R.Transformations on the Wiener space and Skorohod-type stochastic differential equations. Seminarbericht Nr. 105, Sektion Mathematik, Humboldt- UniversitaetBerlin (1989). Zbl0685.60062MR1033989
  4. [4] Buckdahn, R.The nonlinear transformation of the Wiener measure. Preprint Nr. 253, Humboldt-UniversitaetBerlin (1990). Zbl0719.60043MR1127877
  5. [5] Donati-Martin, C.Equations différentielles stochastiques dans R avec conditions aux bords. Preprint, Univ. de Provence (1990). MR1111234
  6. [6] Imkeller, P.Existence and continuity of occupation densities of stochastic integral processes. Preprint, Universitaet Muenchen (1991). MR1217580
  7. [7] Jeulin, Th.. Semi-martingales et grossissement d'une filtration. LNM833. Springer: Berlin, Heidelberg, New York (1980). Zbl0444.60002MR604176
  8. [8] Marcus, M.B.Hölder conditions for Gaussian processes with stationary increments. Trans. A.M.S.134 (1968), 29-52. Zbl0186.50602MR230368
  9. [9] Nualart, D., Pardoux, E.Stochastic calculus with anticipating integrands. Probab. Th. Rel. Fields78 (1988), 535-581. Zbl0629.60061MR950346
  10. [10] Nualart, D., Pardoux, E.Boundary value problems for stochastic differential equations. Preprint (1990). Zbl0736.60052MR1112409
  11. [11] Nualart, D., Pardoux, E.Second order stochastic differential equations with Dirichlet boundary conditions. Preprint (1990). Zbl0745.60061MR1135081
  12. [12] Ocone, D., Pardoux, E.Linear stochastic differential equations with boundary conditions. Probab. Th. Rel. Fields82 (1989), 489-526. Zbl0661.60069MR1002898
  13. [13] Ocone, D., Pardoux, E.A generalized Itô-Ventzell formula. Applications to a class of anticipating stochastic differential equations. Ann. Inst. H. Poincaré25 (1989), 39-71. Zbl0674.60057MR995291
  14. [14] Pardoux, E., Protter, Ph.. A two-sided stochastic integral and its calculus. Probab. Th. Rel. Fields76 (1987), 15-50. Zbl0608.60058MR899443
  15. [15] Protter, Ph.. Stochastic integration and differential equations. A new approach. Applications of Mathematics. Springer: Berlin, Heidelberg, New York (1990). Zbl0694.60047MR1037262

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