ITO FORMULAS FOR SKOROHOD AND SKOROHOD-STRATONOVICH INTEGRALS IN THE 2-PARAMETER CASE

被引：0

作者：

ALHUSSAINI, AN ^{[1
]}

TANG, LQ ^{[1
]}

机构：

[1] UNIV ALBERTA,DEPT STAT & APPL PROBABIL,EDMONTON,AB T6G 2G1,CANADA

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1995年 / 13卷 / 04期

关键词：

D O I：

10.1080/07362999508809407

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a two-parameter process X(z) defined by the sum of multiple Skorohod integrals and ordinary Lebesgue integrals. A generalized Ito's formula is given. We also introduce a two-parameter analog of the Skorohod-Stratonovich integral and establish an Ito's formula in the Stratonovich form.

引用

页码：411 / 436

页数：26

共 25 条

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