Skorohod integral of a product of two stochastic processes |
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| Authors: | David Nualart Philip Protter |
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| Affiliation: | (1) Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 685, 08007 Barcelona, Spain;(2) Departments of Mathemtics and Statistics, Purdue University, 47907 West Lafayette, IN |
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| Abstract: | ![]()
In this note we provide sufficient conditions for the product of a predictable and a backward predictable process to be Skorohod integrable.Supported in part by NSF No. INT-9401109, NSA No. MDR-90494H2094, and ONR No. N-00014-96-1-0262. |
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| Keywords: | Stochastic processes Skorohod integral |
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