Gaussian operators and Skorohod integrals of random fields. II (Q1203878)
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scientific article; zbMATH DE number 123638
| Language | Label | Description | Also known as |
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| English | Gaussian operators and Skorohod integrals of random fields. II |
scientific article; zbMATH DE number 123638 |
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Gaussian operators and Skorohod integrals of random fields. II (English)
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18 February 1993
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The present note is a continuation of [\textit{S. Yan} and author, ibid. 36, No. 11, 881-884 (1991; Zbl 0745.60054)]. We will give a method for calculating the Skorokhod integrals and the concept of stochastic derivatives for random fields. Based on them, some kind of generalization of Itô formula is presented here.
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Skorokhod integrals
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stochastic derivatives for random fields
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generalization of Itô formula
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0.8622493147850037
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0.8449257016181946
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0.808078408241272
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