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A note on the truncated Skorohod integral process

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In this article, we give an alternative example of a Skorohod integrable process for which a truncated version is not Skorohod integrable. We also give a relationship with the spaces [Inline formula].
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Keywords: Malliavin calculus; Skorohod integral processes; truncated integral

Document Type: Research Article

Affiliations: Delft Institute of Applied Mathematics, Delft University of Technology, 2600 GA,Delft, The Netherlands

Publication date: March 4, 2014

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