English

Extensions of the Hitsuda-Skorokhod integral

Probability 2017-11-17 v1

Abstract

We present alternative definitions of the stochastic integral introduced by Ayew and Kuo and of the Hitsuda-Skorokhod integral extended to domains in LpL^p-spaces, p1p \geq 1. Our approach is motivated by the S-transform characterization of the Hitsuda-Skorokhod integral and based on simple processes of stochastic exponential type. We prove that the new stochastic integral extends the mentioned stochastic integrals above and we outline their connection.

Keywords

Cite

@article{arxiv.1711.06091,
  title  = {Extensions of the Hitsuda-Skorokhod integral},
  author = {Peter Parczewski},
  journal= {arXiv preprint arXiv:1711.06091},
  year   = {2017}
}