Transformations of index set for Skorokhod integral with respect to Gaussian processes

DOI10.1155/S1048953399000118zbMath0939.60055MaRDI QIDQ1307617

Leszek Gawarecki

Publication date: 5 July 2000

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48460

zbMATH Keywords

Skorokhod integralanticipative stochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Symmetric pairs of unbounded operators in Hilbert space, and their applications in mathematical physics

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