The Skorohod integral in conuclear spaces (Q2366885): Difference between revisions
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English | The Skorohod integral in conuclear spaces |
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The Skorohod integral in conuclear spaces (English)
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19 January 1994
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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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Skorokhod integral
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anticipative stochastic integral
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nuclear space
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