On topological properties of Skorokhod's integral

Authors

  • Eugenio Saavedra Universidad de Santiago de Chile.

DOI:

https://doi.org/10.22199/S07160917.1999.0002.00002

Keywords:

Skorokhod's Integral, Continuity

Abstract

We study continuity properties of Skorokhod's integral following the definition of such an integral in [4].

Author Biography

Eugenio Saavedra, Universidad de Santiago de Chile.

Departamento de Matemáticas y Ciencias de la Computación.

References

[1] G. Bobadilla, R. Rebolledo, E. Saavedra, Sur la convergence d'intégrales anticipatives, Séminaire de Probabilités XXVIII Lect. Notes in Math. , Springer-Verlag, 1583, pp. 113- 115, (1994).

[2] A.N. Kolmogorov, V.S. Fomine, Eléments de la Théorie des fonctions et de l'Analyse Fonctionnelle, Ed. Mir, Moscou (1974).

[3] G. Da Prato, P. Malliavin, D. Nualart, Compact families of Wiener functionals, C.R. Acad. Sci. Paris, L 315, pp. 1287- 1291, (1992).

[4] D. Nualart, E. Pardoux, Stochastic calculus with anticipating integrand, Probability Theory and Related Fields 78, pp. 80 - 129, (1988).

Published

2018-04-04

How to Cite

[1]
E. Saavedra, “On topological properties of Skorokhod’s integral”, Proyecciones (Antofagasta, On line), vol. 18, no. 2, pp. 145-153, Apr. 2018.

Issue

Section

Artículos