An anticipating Itô formula for Lévy processes

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dc.creatorAlòs, Elisa
dc.creatorLeón, Jorge A.
dc.creatorVives, Josep
dc.date2008-07-31
dc.date.accessioned2026-07-07T09:54:13Z
dc.date.available2026-07-07T09:54:13Z
dc.descriptionIn 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.
dc.description26 pages
dc.identifierhttps://arxiv.org/abs/0808.0035
dc.identifierhttp://arxiv.org/abs/0808.0035
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/166231
dc.subjectProbability
dc.subject60H05, 60H07
dc.titleAn anticipating Itô formula for Lévy processes
dc.typetext

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