Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case |
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| Authors: | AN Al-Hussaini Lingqi Tang |
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| Institution: | Department of Statistics and Applied Probability , University of Alberta , Edmonton, Alberta, T6G 2G1, Canada |
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| Abstract: | We consider a two-parameter process Xz defined by the sum of multiple Skorohod integrals and ordinary Lebesgue integrals. A generalized Ito's formula is given. We also introduce a two-parameter analog of the SkorohodStratonovich integral and establish an Ito's formula in the Stratonovich form |
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