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The anticipative Stratonovich integral in conuclear spaces

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Abstract

We define an anticipative stochastic integral of Stratonovich type with respect to a nonhomogeneous Wiener process in the dual of a nuclear space and investigate its basic properties.

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Authors and Affiliations

  1. Institute of Mathematics, University of Warsaw, ul. Banacha 2, 02-097, Warsaw, Poland

    T. Bojdecki & J. Jakubowski

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  1. T. Bojdecki
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  2. J. Jakubowski
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Additional information

This research was partially supported by Komitet Badań Naukowych, Grant 2 1094 91 01.

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Bojdecki, T., Jakubowski, J. The anticipative Stratonovich integral in conuclear spaces. Appl Math Optim 34, 91–111 (1996). https://doi.org/10.1007/BF01182475

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  • DOI: https://doi.org/10.1007/BF01182475

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