Document Type

Article

Publication Date

6-2-1997

Publication Title

Journal of Applied Mathematics and Stochastic Analysis

Abstract

We consider a Gaussian process {Xt,t∈T} 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.

Volume

12

Issue

2

First Page

105

Last Page

111

DOI

10.1155/S1048953399000118

ISSN

Print ISSN: 2090-3332 Online ISSN: 2090-3340

Rights

© 1999 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/3.0/, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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