Stochastic Anticipative Integrals on a R
โ
S.Z. Fang
๐
Article
๐
1995
๐
Elsevier Science
๐
English
โ 571 KB
We shall use the Nualart-Pardoux approach to the Skorohod integral on \(\mathbb{R}^{d}\) to construct the divergence operator on the path space over a Riemannian manifold. The Cruzeiro-Malliavin structure equation on the path space is crucial for us to obtain the energy inequality. 1995 Academic Pre