The Skorohod integral in conuclear spaces

DOI10.1007/BF01188759zbMath0779.60049OpenAlexW2041781903MaRDI QIDQ2366885

Jacek Jakubowski, Tomasz Bojdecki

Publication date: 19 January 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01188759

zbMATH Keywords

Skorokhod integralnuclear spaceanticipative stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Related Items (2)

The anticipative Stratonovich integral in conuclear spaces ⋮ STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

Cites Work

• Unnamed Item
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• Stochastic calculus with anticipating integrands
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
• Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
• Diffusion equations in duals of nuclear spaces
• The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
• On a Generalization of a Stochastic Integral
• On equivalence of solution to stochastic differential equation with antipating evolution system

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