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Moment identities for Skorohod integrals on the Wiener space and applications
Malliavin calculus Skorohod integral Skorohod isometry Wiener measure random isometries
2009/4/29
We prove a moment identity on the Wiener space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral on the Wiener space. As simple consequences of this identity we obtain su...