Wiener空间的展开与非适应随机演算
The Decomposition of Wiener Space and Anticipating Stochastic Calculus
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摘要: 本文给出Wiener空间的标准展开式,并据此给出非适应随机积分是Skorohod可积的充要条件及其具体形式。同时,我们研究了Skorohod不定积分的适应性问题。最后,利用随机数方法给出了推广了的Itô公式新的证明。Abstract: Above all, we construct the standard decoposition of Wiener space. By this means, we show that a stichatic calculus with anticipating integrands is Skorohocl integral if and only if one approximation of its certain form has a limit. We disclose a useful property of the adaptibility of non-definite Skorohod integral. In the end, we study Stochastic Derivative which gives a new approach to prove the gerneralized Ito’s Formula.