Acta mathematica scientia,Series B ›› 1997, Vol. 17 ›› Issue (1): 1-11.

• Articles •     Next Articles

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

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

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