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1991

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/151940

The Hu-Meyer formula for non deterministic kernels

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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.

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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]

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Anàlisi estocàstica, Integrals estocàstiques

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Universitat de Barcelona. Institut de Matemàtica

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Preprints de Matemàtiques - Mathematics Preprint Series

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DELGADO DE LA TORRE, Rosario and SANZ-SOLÉ, Marta. The Hu-Meyer formula for non deterministic kernels. [consulted: 17 of June of 2026]. Available at: https://hdl.handle.net/2445/151940

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