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Showing 1 to 1 of 1 for “"anticipating stochastic integral"”.
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The new stochastic integral and anticipating stochastic differential equations
In this work, we develop further the theory of stochastic integration of adapted and instantly independent stochastic processes started by Wided Ayed and Hui-Hsiung Kuo in [1,2]. We provide a first counterpart to the Itô isometry that accounts for both adapted and instantly independent …