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Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case
Authors:
A. N. Al-Hussaini a;
Lingqi Tang a
| Affiliation: | a Department of Statistics and Applied Probability, University of Alberta, Edmonton, Alberta, Canada |
DOI:
10.1080/07362999508809407
Publication Frequency:
6 issues per year
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(English)
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Abstract
We consider a two-parameter process Xz defined by the sum of multiple Skorohod integrals and ordinary Lebesgue integrals. A generalized Ito's formula is given. We also introduce a two-parameter analog of the SkorohodStratonovich integral and establish an Ito's formula in the Stratonovich form
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