Multiple ogawa, stratonovich and skorohod anticipating integrals
作者:
Rosario Delgado,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1998)
卷期:
Volume 16,
issue 5
页码: 859-872
ISSN:0736-2994
年代: 1998
DOI:10.1080/07362999808809566
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
The suitable notion of trace is introduced in order to relate the multiple integrals in the Ogawa and in the Skorohod sense, and prove the corresponding Hu-Meyer-type formula. It is also established that if the multiple Ogawa integral exists, then the multiple Stratonovich integral also exists and they coincide, the generalization of the known result for the simple case
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