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http://hdl.handle.net/2445/151940| Title: | The Hu-Meyer formula for non deterministic kernels |
| Author: | Delgado de la Torre, Rosario Sanz-Solé, Marta |
| Keywords: | Anàlisi estocàstica Integrals estocàstiques Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1991 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 92 |
| Abstract: | In this paper we prove the analogue of the Hu-Meyer formula for random kernels. More precisely, using a suitable notion of trace we give the relation between the multiple Stratonovich integral of a non adapted process and the multiple Skorohod integral. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: Stochastics and Stochastic Reports, Volume 38, 1992 - Issue 3. [https://doi.org/10.1080/17442509208833752] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.32] |
| URI: | http://hdl.handle.net/2445/151940 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N092.pdf | 437.35 kB | Adobe PDF | View/Open |
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