ANTICIPATING QUADRANT AND SYMMETRIC INTEGRALS IN THE PLANE WITH APPLICATION TO WIENER SPACE  

作　　者：龙红卫 

出　　处：《Acta Mathematica Scientia》1997年第1期1-11,共11页数学物理学报（B辑英文版）

摘　　要：We introduce anticipating quadrant and symmetric integrals in the plane, and establish the associated chain rules which are the same as the deterministic ones. In particular, we deduce the relation between quadrant integrals, symmetric integral, and Skorohod integral with respect to two-parameter Wiener processes.We introduce anticipating quadrant and symmetric integrals in the plane, and establish the associated chain rules which are the same as the deterministic ones. In particular, we deduce the relation between quadrant integrals, symmetric integral, and Skorohod integral with respect to two-parameter Wiener processes.

关 键 词：anticipating quadrant integrals symmetric integral skorohod integral two-parameter Wiener space 

分 类 号：O211[理学—概率论与数理统计]