The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
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Publication:1186088
DOI10.1007/BF01184154zbMath0754.60052OpenAlexW2004450571MaRDI QIDQ1186088
Gopinath Kallianpur, Victor Perez-Abreu
Publication date: 28 June 1992
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01184154
Skorokhod integralWiener chaos expansioncylindrical Brownian measureoperator-valued stochastic process
Related Items (2)
The Skorohod integral in conuclear spaces ⋮ The anticipative Stratonovich integral in conuclear spaces
Cites Work
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- Generalized stochastic integrals and the Malliavin calculus
- Stochastic calculus with anticipating integrands
- Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
- Multiple Wiener integral
- Generalized multiple stochastic integrals and the representation of wiener functionals
- On a Generalization of a Stochastic Integral
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