Transformations of index set for Skorokhod integral with respect to Gaussian processes (Q1307617)
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| Language | Label | Description | Also known as |
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| English | Transformations of index set for Skorokhod integral with respect to Gaussian processes |
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Transformations of index set for Skorokhod integral with respect to Gaussian processes (English)
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5 July 2000
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The paper shows that in the case of Gaussian processes a transformation of the parameter or index set does in general not change the Skorokhod integral and Skorokhod derivative. This result is, for instance, of interest in anticipative stochastic calculus.
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Skorokhod integral
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anticipative stochastic calculus
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