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The Skorohod integral in conuclear spaces

The Skorohod integral in conuclear spaces We define an anticipative stochastic integral with respect to a nonhomogeneous Wiener process in a dual of a nuclear space and investigate its basic properties. The theory is developed without the use of chaos expansions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

The Skorohod integral in conuclear spaces

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References (18)

Publisher
Springer Journals
Copyright
Copyright © 1993 by Springer-Verlag New York Inc.
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/BF01188759
Publisher site
See Article on Publisher Site

Abstract

We define an anticipative stochastic integral with respect to a nonhomogeneous Wiener process in a dual of a nuclear space and investigate its basic properties. The theory is developed without the use of chaos expansions.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Feb 2, 2005

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