The generalized Hu-Meyer formula for random kernels (Q5961570)

From the authors: A theory of Hilbert-space-valued traces and multiple integration is developed for kernels in \(L^2([0,1]^p\times \Omega)\). The multiple Ogawa and the multiple Stratonovich integrals for such kernels are introduced and sufficient conditions for their existence are obtained. The derivation of the Hu-Meyer formula connecting the multiple Ogawa and the multiple Stratonovich integrals requires the introduction of traces of random kernels. Such a derivation is obtained under appropriate conditions.