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

DOI10.1007/BF01184154zbMath0754.60052OpenAlexW2004450571MaRDI QIDQ1186088

Gopinath Kallianpur, Victor Perez-Abreu

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1007/bf01184154

zbMATH Keywords

Skorokhod integralWiener chaos expansioncylindrical Brownian measureoperator-valued stochastic process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (2)

The Skorohod integral in conuclear spaces ⋮ The anticipative Stratonovich integral in conuclear spaces

Cites Work

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• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
• Multiple Wiener integral
• Generalized multiple stochastic integrals and the representation of wiener functionals
• On a Generalization of a Stochastic Integral

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