The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion |
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| Authors: | G Kallianpur V Pérez-Abreu |
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| Institution: | (1) Center for Stochastic Processes, University of North Carolina, 27599-3260 Chapel Hill, NC, USA;(2) Centro de Investigación en Matemáticas, AP 402 Guanajuato, GTO, México |
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| Abstract: | The paper presents a definition of the Skorohod integral of operator-valued processes and the derivative operator for functional of a cylindrical Brownian motionW on a Hilbert space. The method is based on the chaos expansions in terms of multiple Wiener integrals ofW.This research was partially supported by the U.S. Air Force Office of Scientific Research Contract No. F49620 85C 0144. The research of V. Pérez-Abreu was also supported by CONACYT Grant D111-904237. |
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| Keywords: | Cylindrical Brownian motion Skorohod integral Sobolev derivative Multiple Wiener integral Chaos expansion |
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