The anticipative Stratonovich integral in conuclear spaces |
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| Authors: | T. Bojdecki J. 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 of Stratonovich type with respect to a nonhomogeneous Wiener process in the dual of a nuclear space and investigate its basic properties.This research was partially supported by Komitet Bada Naukowych, Grant 2 1094 91 01. |
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| Keywords: | Nuclear space Generalized Wiener process Skorohod integral Stratonovich integral |
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