Acta mathematica scientia,Series B ›› 1997, Vol. 17 ›› Issue (1): 1-11.
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Long Hongwei
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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
Long Hongwei. ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE[J].Acta mathematica scientia,Series B, 1997, 17(1): 1-11.
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