数学物理学报(英文版) ›› 1997, Vol. 17 ›› Issue (1): 1-11.

• 论文 •    下一篇

ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE

龙红卫   

  1. Institnte of Mathematical Sciences, Academia Sinica, Wuhan 430071, China
  • 收稿日期:1994-01-29 修回日期:1995-01-19 出版日期:1997-03-25 发布日期:1997-03-25
  • 基金资助:
    Supported by the National Natural Science Foundation of China

ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE

Long Hongwei   

  1. Institnte of Mathematical Sciences, Academia Sinica, Wuhan 430071, China
  • Received:1994-01-29 Revised:1995-01-19 Online:1997-03-25 Published:1997-03-25
  • Supported by:
    Supported by the National Natural Science Foundation of China

摘要: We introduce anticipating quadrant and symmetric integrals in the plane,and establish the associated chain rules which are the same as the deterministic ones.In particular, we deduce the relation between quadrant integrals, symmetric integral,and Skorohod integral with respect to two-parameter Wiener processes.

关键词: anticipating quadrant integrals, symmetric integral, skorohod integral, two-parameter Wiener space

Abstract: We introduce anticipating quadrant and symmetric integrals in the plane,and establish the associated chain rules which are the same as the deterministic ones.In particular, we deduce the relation between quadrant integrals, symmetric integral,and Skorohod integral with respect to two-parameter Wiener processes.

Key words: anticipating quadrant integrals, symmetric integral, skorohod integral, two-parameter Wiener space