Gaussian operators and Skorohod integrals of random fields (Q1179347)
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scientific article; zbMATH DE number 24310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian operators and Skorohod integrals of random fields |
scientific article; zbMATH DE number 24310 |
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Gaussian operators and Skorohod integrals of random fields (English)
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26 June 1992
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The authors introduce the notion of Skorokhod integral [see \textit{D. Nualart} and \textit{E. Pardoux}, Probab. Theory Relat. Fields 78, No. 4, 535-581 (1988; Zbl 0629.60061)] in the context of a Gaussian random field on a compact subset \(T\) of \(\mathbb{R}^ r\), whose covariance is defined in terms of a closed linear operator \(L\) on \(L^ 2(T)\).
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Skorokhod integral
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Gaussian random field
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