期刊文献+

ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE

ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE
下载PDF
导出
摘要 We introduce anticipating quadrant and symmetric integrals in the plane, and establish the associated chain rules which are the same as the deterministic ones. In particular, we deduce the relation between quadrant integrals, symmetric integral, and Skorohod integral with respect to two-parameter Wiener processes. We introduce anticipating quadrant and symmetric integrals in the plane, and establish the associated chain rules which are the same as the deterministic ones. In particular, we deduce the relation between quadrant integrals, symmetric integral, and Skorohod integral with respect to two-parameter Wiener processes.
作者 龙红卫
出处 《Acta Mathematica Scientia》 SCIE CSCD 1997年第1期1-11,共11页 数学物理学报(B辑英文版)
关键词 anticipating quadrant integrals symmetric integral skorohod integral two-parameter Wiener space anticipating quadrant integrals symmetric integral skorohod integral two-parameter Wiener space
  • 相关文献

参考文献9

  • 1Michèle Thieullen.Calcul stochastique non adapté pour des processus à deux paramètres: formules de changement de variables de type Stratonovitch et de type Skorohod[J]. Probability Theory and Related Fields . 1991 (4)
  • 2Xavier Guyon,Bernard Prum.Variations-produit et formule de ito pour les semi-martingales représentables a deux paramètres[J]. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete . 1981 (3)
  • 3R. Cairoli,John B. Walsh.Stochastic integrals in the plane[J]. Acta Mathematica . 1975 (1)
  • 4Sole J L,Utzet F.Stratonovitch integral and trace. Stochastics . 1990
  • 5Hajek B.Stochastic equations of hyperbolic type and a two-prameter Stratonovitch calculus. The Annals of Probability . 1982
  • 6Gaveau B,Thauber P.Lintegraie stochastique comme operateur de divergence dans 1’espace fonctionnel. Journal of Functional Analysis . 1986
  • 7Skorohod A Y.On & generalizstion of a stochastic integral. Theory of Probability and Its Applications . 1975
  • 8Zakai M.Stochastic integration, trace and the skeleton of Wiener functionnals. Stochastics . 1990
  • 9Clarkson J A,Adams C R.On definitions of bounded variation for functions of two variables. Transactions of the American Mathematical Society . 1933

共引文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部