On topological properties of Skorokhod's integral
DOI:
https://doi.org/10.22199/S07160917.1999.0002.00002Keywords:
Skorokhod's Integral, ContinuityAbstract
We study continuity properties of Skorokhod's integral following the definition of such an integral in [4].
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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).
[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).
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Published
2018-04-04
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How to Cite
[1]
“On topological properties of Skorokhod’s integral”, Proyecciones (Antofagasta, On line), vol. 18, no. 2, pp. 145–153, Apr. 2018, doi: 10.22199/S07160917.1999.0002.00002.