# name
The Doob-Meyer decomposition for anticipating processes

# metadata.dc.description[].value
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]

# metadata.dc.description.abstract[].value
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...

# metadata.dc.relation.isformatof[].value
Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 32.15]

# metadata.dc.source[].value
Preprints de Matemàtiques - Mathematics Preprint Series

# metadata.dc.subject.other[].value
Universitat de Barcelona. Institut de Matemàtica

# metadata.dc.title[].value
The Doob-Meyer decomposition for anticipating processes