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GAUSSIAN OPERATORS AND SKOROHOD INTEGRALS OF RANDOM FIELDS

GAUSSIAN OPERATORS AND SKOROHOD INTEGRALS OF RANDOM FIELDS
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摘要 During the last fifteen years, there have been many attempts to study the noncasual stochastic integrals and the related calculus, which have been made a very significant progress in stochastic analysis. Up to now, most of them are devoted to anticipating stochastic integrals with respect to Wiener process, and there is no unified theory of stochastic integrals. By Gaussian operators, we consider the Skorohod integrals with respect to random fields. These results would be used to study stochastic differential equations with ’noise fields’.
出处 《Chinese Science Bulletin》 SCIE EI CAS 1991年第11期881-884,共4页
基金 Project partially supported by the National Natural Science Foundation of China.
关键词 RANDOM field stochastic INTEGRAL OPERATOR GAUSSIAN MEASURE DIRICHLET form. RANDOM FIELD STOCHASTIC INTEGRAL OPERATOR GAUSSIAN MEASURE DIRICHLET FORM
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