Quadratic variation and Riemann sums for the generalized multiple Skorokhod integral

Rosario Delgado; Maria Jolis

doi:10.1515/rose.1998.6.2.183

Quadratic variation and Riemann sums for the generalized multiple Skorokhod integral

Rosario Delgado, Maria Jolis

Department of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

Abstract

We give two approximations by Riemann sums for the generalized multiple Skorokhodtype integral and also obtain several results for this integral as a process, such as an orthogonality property, its quadratic variation and a continuity criterium. © 1998 VSP.

Original language	English
Pages (from-to)	183-199
Journal	Random Operators and Stochastic Equations
Volume	6
Issue number	2
DOIs	https://doi.org/10.1515/rose.1998.6.2.183
Publication status	Published - 1 Jan 1998

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abstract = "We give two approximations by Riemann sums for the generalized multiple Skorokhodtype integral and also obtain several results for this integral as a process, such as an orthogonality property, its quadratic variation and a continuity criterium. {\textcopyright} 1998 VSP.",

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JO - Random Operators and Stochastic Equations

JF - Random Operators and Stochastic Equations

SN - 0926-6364

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Quadratic variation and Riemann sums for the generalized multiple Skorokhod integral

Abstract

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