International Journal of Stochastic Analysis

International Journal of Stochastic Analysis / 1999 / Article

Open Access

Volume 12 |Article ID 783905 | 7 pages |

Transformations of index set for Skorokhod integral with respect to Gaussian processes

Received01 Oct 1997
Revised01 Dec 1998


We consider a Gaussian process {Xt,tT} with an arbitrary index set T and study consequences of transformations of the index set on the Skorokhod integral and Skorokhod derivative with respect to X. The results applied to Skorokhod SDEs of diffusion type provide uniqueness of the solution for the time-reversed equation and, to Ogawa line integral, give an analogue of the fundamental theorem of calculus.

Copyright © 1999 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

53 Views | 221 Downloads | 1 Citation
 PDF  Download Citation  Citation
 Order printed copiesOrder

We are committed to sharing findings related to COVID-19 as quickly and safely as possible. Any author submitting a COVID-19 paper should notify us at to ensure their research is fast-tracked and made available on a preprint server as soon as possible. We will be providing unlimited waivers of publication charges for accepted articles related to COVID-19. Sign up here as a reviewer to help fast-track new submissions.