Johnson, G. W.; Kallianpur, G. 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. Cited in 4 Documents MSC: 60H05 Stochastic integrals Keywords:calculus on a finitely additive canonical Hilbert space; Skorokhod integral in the finitely additive setup Citations:Zbl 0724.93076; Zbl 0644.60081 × Cite Format Result Cite Review PDF Full Text: DOI