The anticipative Stratonovich integral in conuclear spaces

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

zbMATH Keywords

nuclear spacesanticipating Skorokhod integralrelationship between Skorokhod and Stratonovich integralsStratonovich-type integral

Mathematics Subject Classification ID

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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