Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space

DOI10.1137/1134084zbMath0766.60061OpenAlexW2046756075MaRDI QIDQ4710847

Gopinath Kallianpur, Gerald W. Johnson

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134084

zbMATH Keywords

calculus on a finitely additive canonical Hilbert spaceSkorokhod integral in the finitely additive setup

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Forward, backward and symmetric stochastic integration, Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes, Various topologies in the Wiener space and Lévy's stochastic area, Multiple Wiener-Ito integrals possessing a continuous extension