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Ukrainian Mathematical Journal

, Volume 41, Issue 11, pp 1252–1258 | Cite as

Generalized stochastic integrals for smooth functionals of the white noise

  • A. A. Dorogovtsev
Article

Keywords

White Noise Stochastic Integral Smooth Functional 
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Literature cited

  1. 1.
    A. V. Skorokhod, “On a generalization of stochastic integrals,” Teor. Veroyatn. Primen.,20, No. 2, 223–237 (1975).Google Scholar
  2. 2.
    Yu. L. Daletskii and S. V. Fomin, Measures and Differential Equations in Infinite Dimensional Spaces [in Russian], Nauka, Moscow (1983).Google Scholar
  3. 3.
    T. Sekiguchi and Y. Shiola, “L2-theory of noncausal stochastic integrals,” Math. Reports Toyama Univ.,8, 119–195 (1985).Google Scholar
  4. 4.
    E. Pardoux and P. Protter, “A two-sided stochastic integral and its calculus,” Prob. Theory and Rel. Fields,78, 535–581 (1988).Google Scholar

Copyright information

© Plenum Publishing Corporation 1990

Authors and Affiliations

  • A. A. Dorogovtsev
    • 1
  1. 1.Institute of MathematicsAcademy of Sciences of the Ukrainian SSRKiev

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