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Some remarks on Hu and Meyer’s paper and infinite-dimensional calculus on finitely additive canonical Hilbert space. (English) Zbl 0766.60061

Theory Probab. Appl. 34, No. 4, 679-689 (1989); and Teor. Veroyatn. Primen. 34, No. 4, 742-752 (1989).
Summary: The theory of accessible random variables developed by G. Kallianpur and R. L. Karandikar [White noise theory of prediction, filtering and smoothing (1988; Zbl 0724.93076)] is used to derive a formula suggested in [Y. Z. Hu and P. A. Meyer, Séminaire de probabilités XII, Strasbourg/France, Lect. Notes Math. 1321, 51-71 (1988; Zbl 0644.60081)]. A beginning of a calculus on a finitely additive canonical Hilbert space is outlined, including a definition of the Skorokhod integral in the finitely additive setup.

MSC:

60H05 Stochastic integrals
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