L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel

Abstract

This article proves that the definition of the stochastic integral with respect to a generalized gaussian process given by Skorohod [ Theory Probab. Appl. (1975), 219–233] is equivalent to the adjoint of the differential in the probability space following the stochastic variation calculus of Malliavin.