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| Home > Articles > Published articles > Intégrales stochastiques de processus anticipants et projections duales prévisibles |
| Home > Articles > Published articles > Intégrales stochastiques de processus anticipants et projections duales prévisibles |
| Date: | 1999 |
| Abstract: | We define a stochastic anticipating integral µ with respect to Brownian motion, associated to a non adapted increasing process (µt ), with dual projection t. The integral µ (u) of an anticipating process (ut ) satisfies: for every bounded predictable process. We characterize this integral when µt = supts1 Bs . The proof relies on a path decomposition of Brownian motion up to time 1. |
| Rights: | Tots els drets reservats.  |
| Language: | Francès |
| Document: | Article ; recerca ; Versió publicada |
| Published in: | Publicacions matemàtiques, V. 43 N. 1 (1999) , p. 281-301, ISSN 2014-4350 |
