{
  "id": "1711.06091",
  "version": "v1",
  "published": "2017-11-16T14:00:01.000Z",
  "updated": "2017-11-16T14:00:01.000Z",
  "title": "Extensions of the Hitsuda-Skorokhod integral",
  "authors": [
    "Peter Parczewski"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We present alternative definitions of the stochastic integral introduced by Ayew and Kuo and of the Hitsuda-Skorokhod integral extended to domains in $L^p$-spaces, $p \\geq 1$. 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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-11-16T14:00:01.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60H40"
    ],
    "keywords": [
      "hitsuda-skorokhod integral",
      "extensions",
      "stochastic exponential type",
      "stochastic integral extends",
      "mentioned stochastic integrals"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}