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.
Recommended Citation
Gawarecki, Leszek, "Transformations of index set for Skorokhod integral with respect to Gaussian processes" (1997). Mathematics Publications. 11.
https://digitalcommons.kettering.edu/mathematics_facultypubs/11