Forward, backward and symmetric stochastic integration. (English) Zbl 0792.60046

We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
Reviewer: F.Russo


60H05 Stochastic integrals
60H07 Stochastic calculus of variations and the Malliavin calculus
60H30 Applications of stochastic analysis (to PDEs, etc.)
60J65 Brownian motion
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