Integrator properties of the skorohod integral

DOI10.1080/17442509208833800MaRDI QIDQ4024620zbMATH OpenOpenAlexFDO

Authors Maria Jolis, Marta Sanz-Solé

Publication date 4 February 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2445/151845

zbMATH Keywords

Malliavin calculusSkorokhod integralStratonovich integralWiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(17)

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• Skorohod and Stratonovich integrals for controlled processes
• Martingale structure of Skorohod integral processes
• A note on the truncated Skorohod integral process
• Stochastic processes possessing a skorohod integral representation
• Localization of the extended stochastic integral
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• The indefinite Skorohod integral as integrator on the Poisson space
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• The existence and properties of local time of the Skorohod integral
• Analysis of the rosenblatt process
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