Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151843
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dc.contributor.authorNguyen Minh, Duc-
dc.contributor.authorNualart, David, 1951--
dc.contributor.authorSanz-Solé, Marta-
dc.date.accessioned2020-03-03T14:35:32Z-
dc.date.available2020-03-03T14:35:32Z-
dc.date.issued1989-
dc.identifier.urihttp://hdl.handle.net/2445/151843-
dc.descriptionPreprint 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]ca
dc.description.abstractIn [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...ca
dc.format.extent18 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.15]-
dc.relation.ispartofseriesMathematics Preprint Series; 75ca
dc.rights(c) Minh Duc et al., 1989-
dc.sourcePreprints de Matemàtiques - Mathematics Preprint Series-
dc.subject.classificationAnàlisi estocàstica-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleThe Doob-Meyer decomposition for anticipating processesca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

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