The Skorohod integral in conuclear spaces |
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| Authors: | Tomasz Bojdecki Jacek Jakubowski |
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| Affiliation: | (1) Institute of Mathematics, University of Warsaw, ul. Banacha 2, 02-097 Warsaw, Poland |
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| Abstract: | ![]()
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. |
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| Keywords: | Nuclear space Generalized Wiener process Skorohod integral |
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