The Itô integral and the Hitsuda-Skorohod integral in the infinite dimensional case

zbMath1333.60109MaRDI QIDQ891990

M. A. Al'shanskii

Publication date: 18 November 2015

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: http://semr.math.nsc.ru/v11/p185-199.pdf

zbMATH Keywords

\(S\)-transformItō integralcylindrical Wiener processHitsuda-Skorokhod integralHilbert-space-valued stochastic processes

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

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