Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151843
Title: The Doob-Meyer decomposition for anticipating processes
Author: Nguyen Minh, Duc
Nualart, David, 1951-
Sanz, Marta
Keywords: Anàlisi estocàstica
Universitat de Barcelona. Institut de Matemàtica
Issue Date: 1989
Publisher: Universitat de Barcelona
Series/Report no: Mathematics Preprint Series; 75
Abstract: In [13], Skorohod introduced a stochastic integral of non-adapted random processes with respect to a Gaussian measure with orthogonal increments. The Skorohod integral is an extension of the classical Ito integral and coincides with the adjoint of the derivative operator on the Wiener space (see [5]). The relation between the Skorohod integral and the Malliavin calculus has been analyzed by Nualart and Zakai in [8]. More recently, a generalized or anticipating stochastic calculus based on the Skorohod integral has been developed by Nualart and Pardoux [9] (see also [12, 14, 15]). We also refer to [10] for an exposition of the basic ideas of this theory...
Note: Preprint enviat per a la seva publicació en una revista científica: Stochastics and Stochastic Reports, Volume 34, 1991 - Issue 3-4. [https://doi.org/10.1080/17442509108833683]
Note: Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.15]
URI: http://hdl.handle.net/2445/151843
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

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