The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

1992-01

AUTHORS

G. Kallianpur, V. Pérez-Abreu

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.

PAGES

11-29

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/bf01184154

DOI

http://dx.doi.org/10.1007/bf01184154

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1025726826


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