Berger, Marc A. A Malliavin-type anticipative stochastic calculus. (English) Zbl 0639.60058 Ann. Probab. 16, No. 1, 231-245 (1988). Two variants of extended stochastic integral calculus are exposed; the first due to A. V. Skorokhod [Teor. Verojatn. Primen. 20, 223-238 (1975; Zbl 0333.60060)] and the second due to S. Ogawa [See Tôhoku Math. J., II. Ser. 36, 41-48 (1984; Zbl 0551.60058)] and the author and V. J. Mizel [Ann. Probab. 10, 435-450 (1982; Zbl 0499.60066)]. Connections with Malliavin calculus are discussed. Reviewer: A.Yu.Veretennikov Cited in 4 Documents MSC: 60H05 Stochastic integrals 60G30 Continuity and singularity of induced measures Keywords:extended stochastic integrals; Malliavin calculus Citations:Zbl 0333.60060; Zbl 0551.60058; Zbl 0499.60066 PDF BibTeX XML Cite \textit{M. A. Berger}, Ann. Probab. 16, No. 1, 231--245 (1988; Zbl 0639.60058) Full Text: DOI OpenURL