An anticipating Itô formula for Lévy processes

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In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for Lévy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the "future sense", which includes the family of all adapted and square-integrable processes. This domain was introduced on the Wiener space by Alòs and Nualart.
26 pages

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Probability, 60H05, 60H07

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http://salesiana.dossiersoluciones.com/handle/123456789/166231

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0808.0035
 http://arxiv.org/abs/0808.0035

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arXiv