| ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE |
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| 作者姓名： | 龙红卫 |
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| 作者单位： | Institnte of Mathematical Sciences，Academia SInica，Wuhan 430071，China |
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| 摘 要： | 1IntroductionItiswellknowntattheadaptednessconditionontheintegrandisnecessarytoestablishthetheoryofIt6'sstochasticintegrals.Butinmanysitustions,theprocessesmaynotsatisfytheadaptedness.TherehavebeenmanyattemptstoweakentheadaptednessconditionfortheintegrandofIt6'stochasticintegral.ThemostsignificantcontributionisSkorohod'sintegralwhichwasintroducedbySkorohodin1975.Skorohodintegralgeneralizesboththeits'sforwardandbackwardintegralsandmakesnorestrictionontheintegrand.ButSkorohod'sintegralhasalso…
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ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE |
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| Long Hongwei.ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE[J].Acta Mathematica Scientia,1997(1). |
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| Authors: | Long Hongwei |
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| Abstract: | We introduce anticipating quadrant and symmetric integrals in the plane,and establish the associated chain rules which are the same as the deterministic ones.In particular, we deduce the relation between quadrant integrals, symmetric integral,and Skorohod integral with respect to two-parameter Wiener processes. |
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| Keywords: | anticipating quadrant integrals symmetric integral skorohod integral two-parameter Wiener space |
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