Skorohod and Stratonovich integrals for controlled processes
نویسندگان
چکیده
Given a continuous Gaussian process x which gives rise to p-geometric rough path for p∈(2,3), and general y controlled by x, under proper conditions we establish the relationship between Skorohod integral ∫0tysd♢xs Stratonovich ∫0tysdxs. Our strategy is employ tools from paths theory Malliavin calculus analyze discrete sums of integrals.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2022.05.002