Gaussian operators and Skorohod integrals of random fields

MaRDI QIDQ1179347zbMATH OpenFDO

Authors Shaozong Yan, Yinnan Zhang

Publication date 26 June 1992

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

Gaussian random fieldSkorokhod integral

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Review text

The authors introduce the notion of Skorokhod integral [see \textit{D. Nualart} and \textit{E. Pardoux}, Probab. Theory Relat. Fields 78, No. 4, 535-581 (1988; Zbl 0629.60061)] in the context of a Gaussian random field on a compact subset \(T\) of \(\mathbb{R}^ r\), whose covariance is defined in terms of a closed linear operator \(L\) on \(L^ 2(T)\).

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(3)

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