The anticipative Stratonovich integral in conuclear spaces
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Publication:1917182
DOI10.1007/BF01182475zbMath0863.60051OpenAlexW2057352509MaRDI QIDQ1917182
Jacek Jakubowski, Tomasz Bojdecki
Publication date: 10 June 1997
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01182475
nuclear spacesanticipating Skorokhod integralrelationship between Skorokhod and Stratonovich integralsStratonovich-type integral
Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11)
Cites Work
- Ito stochastic integral in the dual of a nuclear space
- Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
- High density limit theorems for infinite systems of unscaled branching Brownian motions
- Infinite dimensional stochastic differential equation models for spatially distributed neurons
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
- Stochastic calculus with anticipating integrands
- The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
- Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
- The Skorohod integral in conuclear spaces
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