Forward Integrals and Stochastic Differential Equations
نویسنده
چکیده
Abstract. We show that an anticipating stochastic forward integral introduced in [8] by means of fractional calculus is an extension of other forward integrals known from the literature. The latter provide important classes of integrable processes. In particular, we investigate the deterministic case for integrands and integrators from optimal Besov spaces. Here the forward integral agrees with the continuous extension of the Lebesgue–Stieltjes integral to these function spaces.
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