The Skorohod integral in conuclear spaces (Q2366885): Difference between revisions

The authors define an anticipative stochastic integral with respect to a nonhomogeneous Wiener process in a dual of a nuclear space and study its basic properties. It is also considered the space of ``well-behaved'' integrands and it is proved the isometric formula.

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reviewed by

Maria Stolarczyk

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zbMATH Keywords

Skorokhod integral

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anticipative stochastic integral

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nuclear space

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MaRDI profile type

MaRDI publication profile

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cites work

Q3468396

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Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space

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The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space

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Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus

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Diffusion equations in duals of nuclear spaces

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The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion

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On equivalence of solution to stochastic differential equation with antipating evolution system

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Stochastic calculus with anticipating integrands

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A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations

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Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process

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On a Generalization of a Stochastic Integral

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full work available at URL

https://doi.org/10.1007/bf01188759

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Identifiers

zbMATH Open document ID

0779.60049

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DOI

10.1007/BF01188759

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2366885

@@ Property / cites work @@
+Q3468396
@@ Property / cites work: Q3468396 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
+Normal rank
@@ Property / cites work @@
+The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
+Normal rank
@@ Property / cites work @@
+Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
+Normal rank
@@ Property / cites work @@
+Diffusion equations in duals of nuclear spaces
@@ Property / cites work: Diffusion equations in duals of nuclear spaces / rank @@
+Normal rank
@@ Property / cites work @@
+The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
+Normal rank
@@ Property / cites work @@
+On equivalence of solution to stochastic differential equation with antipating evolution system
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
+Normal rank
@@ Property / cites work @@
+On a Generalization of a Stochastic Integral
@@ Property / cites work: On a Generalization of a Stochastic Integral / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01188759
+Normal rank
@@ Property / OpenAlex ID @@
+W2041781903
@@ Property / OpenAlex ID: W2041781903 / rank @@
+Normal rank