Gaussian operators and Skorohod integrals of random fields (Q1179347)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 24310
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Gaussian operators and Skorohod integrals of random fields |
scientific article; zbMATH DE number 24310 |
Statements
Gaussian operators and Skorohod integrals of random fields (English)
0 references
26 June 1992
0 references
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 \(L^ 2(T)\).
0 references
Skorokhod integral
0 references
Gaussian random field
0 references
0.8449257016181946
0 references
0.8021345734596252
0 references
0.7911652326583862
0 references
