THE SKOROHOD INTEGRAL IN CONUCLEAR SPACES

被引：2

作者：

BOJDECKI, T

JAKUBOWSKI, J

机构：

[1] Institute of Mathematics, University of Warsaw, Warsaw, 02-097

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1993年 / 28卷 / 01期

关键词：

NUCLEAR SPACE; GENERALIZED WIENER PROCESS; SKOROHOD INTEGRAL;

D O I：

10.1007/BF01188759

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：87 / 110

页数：24

共 17 条

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JAKUBOWSKI, J .

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