Electronic Resource
Springer
Applied mathematics & optimization
34 (1996), S. 91-111
ISSN:
1432-0606
Keywords:
Nuclear space
;
Generalized Wiener process
;
Skorohod integral
;
Stratonovich integral
;
Primary 60H05
;
Secondary 60B11
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01182475
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