Transformations of index set for Skorokhod integral with respect to Gaussian processes
Received01 Oct 1997
Revised01 Dec 1998
We consider a Gaussian process with an arbitrary index set and study consequences of transformations of the index set on the Skorokhod integral and Skorokhod derivative with respect to . 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.
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