{"entities":{"Q1186090":{"pageid":1196839,"ns":120,"title":"Item:Q1186090","lastrevid":46251391,"modified":"2025-12-24T09:57:45Z","type":"item","id":"Q1186090","labels":{"en":{"language":"en","value":"Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 36183"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$E5166AA6-B640-40A2-ABB8-4EE5963CA1AA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f1bf3cebf40c26d417190f9440b101aee4feae9b","datavalue":{"value":{"text":"Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1186090$305C16F3-C0A7-45A2-B631-EA8BE3B56C7A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f74837c1294deb2e040ce00e0361ed2e70405507","datavalue":{"value":"0754.60051","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1186090$CDF6A9CF-B437-4B24-9803-CF32D1544F72","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3cf7bd1efd20c30ae71e046d7f3de5db1fc8ee59","datavalue":{"value":"10.1007/BF01184155","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1186090$5FC4CEB1-BDF3-4F4A-BECC-C1791F098EFD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"97fdd116f938902e504422de0edd89c4f1dfe37e","datavalue":{"value":{"entity-type":"item","numeric-id":1186089,"id":"Q1186089"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$D6268A03-F044-4539-B9CA-4DE771DA356A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4198145cf9a81d07d517a1c5a49a9e8e4b89c88e","datavalue":{"value":{"entity-type":"item","numeric-id":169876,"id":"Q169876"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$646D23E1-B144-443E-8C82-B383D0B8E4DC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"26e7ae313d93fb8f78524ce8d90a3561478c5c60","datavalue":{"value":{"entity-type":"item","numeric-id":162704,"id":"Q162704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$79DA50CB-E358-4972-8A29-14EDBA958D76","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"120787504bea9565def539fb4bfb19084956028b","datavalue":{"value":{"time":"+1992-06-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1186090$0439BDAE-EA58-4906-B9DA-B19E70E414EC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"76d6fba306bdca5daac6163c8370199c0b40021f","datavalue":{"value":"This paper is devoted to extend the results on the anticipating stochastic calculus established by \\textit{D. Nualart} and \\textit{E. Pardoux} [Probab. Theory Relat. Fields 78, No. 4, 535-581 (1988; Zbl 0629.60061)] to the case of Hilbert-valued processes. Given a cylindrical Wiener process \\(W=\\{W_ t(h), t\\geq 0, h\\in H\\}\\) on a Hilbert space \\(H\\), the authors first define the Skorokhod integral of an operator-valued stochastic process with respect to \\(W\\), as the adjoint of the derivation operator. This stochastic integral generalizes the It\u00f4 integral of operator-valued square integrable adapted processes. Some properties of this integral are presented (isometry, approximation by Riemann sums, \\(L^ p\\)-estimates, continuity and quadratic variation of the indefinite integral) which extend similar finite-dimensional properties. A Hilbert- valued version of the Stratonovich integral is also introduced, and It\u00f4 formulas for both the Skorokhod and Stratonovich integrals are established, following the ideas of the finite-dimensional case.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$7A4555D4-9FB5-4E6A-A14E-884C5C8C3B71","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1186090$4A1BAEC8-ADCA-46EC-91F7-B7C60DF47739","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"798123f0fd989d0437b84533f6dcbd50bf0aa398","datavalue":{"value":"36183","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1186090$F83454EA-14EB-4824-83CE-47CF3DD8EB34","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"22bb8bd21ff5f9cc690ab17e84225972e5523bb0","datavalue":{"value":"cylindrical Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$346C8E3E-41B8-404C-8E34-EBC8986764BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0fc2594e1af8d0123001517e5ed99f2298f8f640","datavalue":{"value":"anticipating stochastic calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$F508F420-0872-4005-8908-B4EE66672FEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"016796750ef387be9bd6b3f8bf0a57d4b3470e04","datavalue":{"value":"Hilbert- valued processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$4E12E2C8-37C1-4258-9FC5-62460BA663B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"78a06f290b5eb98b97cf511f60b206121fed9347","datavalue":{"value":"Skorokhod integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$6026AFB1-6EE9-45F7-85A1-3FA23BBBCF82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"611230f13ad6718cc96440249f12b3b1c412ba31","datavalue":{"value":"Stratonovich integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$DB001938-27A0-49DC-8C4F-3FF499B57CCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7ddfaa1deaeafc4546711dc50ccffd40cc15010c","datavalue":{"value":"It\u00f4 formulas","type":"string"},"datatype":"string"},"type":"statement","id":"Q1186090$B3A73229-CBD0-4EA4-8C15-6FD164331C12","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9ce8a89983f3c07c1837daf0aad472104b3c7ff9","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$B858C4A2-C5D0-4876-8AA6-89D24C41A671","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$734969B9-2480-457A-9AC2-FF51EC8308E7","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9c17e7ec5f3e6b22a6176785df308f0b2662471","datavalue":{"value":{"entity-type":"item","numeric-id":2543915,"id":"Q2543915"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$C0513B28-FC3A-4A11-87AB-A57325F87027","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e960c269bdc0e58e4bb6c7f29f6965d0cf793f43","datavalue":{"value":{"entity-type":"item","numeric-id":1158883,"id":"Q1158883"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$05C1C307-C851-4911-9DE1-C6543AAC63F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec9bbaf1fa338bef6ddb6d870de03a5807e6f008","datavalue":{"value":{"entity-type":"item","numeric-id":3811464,"id":"Q3811464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$78D83F29-5073-4DEB-8807-ACF627003F13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e02bee7dc996f85f4db16bfa535e1817bc14f3f7","datavalue":{"value":{"entity-type":"item","numeric-id":5568335,"id":"Q5568335"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$6207EDC1-4557-4D58-B6D3-1A93E12F788D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cdd1275a1f415f1cf1c3d1b4316edbe0f13ff727","datavalue":{"value":{"entity-type":"item","numeric-id":1161205,"id":"Q1161205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$D133F7E0-1A74-4EA9-AC8A-A8274671D1F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a01a9fc86b1bf0996043cf5a560eaf977c3cebfb","datavalue":{"value":{"entity-type":"item","numeric-id":3756241,"id":"Q3756241"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$8B9CF8D5-6E87-4D41-9796-43573591979D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e88a6c3ac343675125d9f211776060a555e007f","datavalue":{"value":{"entity-type":"item","numeric-id":1093993,"id":"Q1093993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$88E68067-20DE-48FD-BF14-252B25908516","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b5326f85e48159e1a51f33e0a0c20bb12cf0f20","datavalue":{"value":{"entity-type":"item","numeric-id":1121599,"id":"Q1121599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$0B1FE4AA-E0D6-48D4-9EED-A2B0A5E31DC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"873fd14f8c5d5809051fc1a50f93872c3357f717","datavalue":{"value":{"entity-type":"item","numeric-id":3201184,"id":"Q3201184"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$6872723E-651C-40F7-8DAB-618AD17502A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb44ee53c1cf4142b089f574cd7647787e065279","datavalue":{"value":{"entity-type":"item","numeric-id":1068323,"id":"Q1068323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1186090$BE597EBB-A0AF-456F-B9C9-F4BD410C17DB","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62510baaf3f49cffdf59eaaa8264af62449da7ad","datavalue":{"value":{"entity-type":"item","numeric-id":3811464,"id":"Q3811464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3df9f8ae92d3524715249c411049738e837ad36d","datavalue":{"value":{"amount":"+0.8783520460128784","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1186090$1B8665E7-0049-4E1B-91FA-882FD4835747","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"403f0d277b5ed363eed6e6b790374163d2ba2d96","datavalue":{"value":{"entity-type":"item","numeric-id":3995415,"id":"Q3995415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c8a0a886d69e831bd1b459e84cc34edb1e784155","datavalue":{"value":{"amount":"+0.8304061889648438","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1186090$0F1A9BD4-4F71-486B-BC52-99E2A9FD1C35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dbff759ca16fb6a99390f9d172a5a1ba417a6ffe","datavalue":{"value":{"entity-type":"item","numeric-id":3771353,"id":"Q3771353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9977a61d07e88efdf48119a97247e6fe9aec4f92","datavalue":{"value":{"amount":"+0.8175089359283447","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1186090$1E659233-1DA1-44C0-A4E9-BC968EA43EE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bb869c414a8b2aa83eed53d52e2447a145d04f6a","datavalue":{"value":{"entity-type":"item","numeric-id":1186088,"id":"Q1186088"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab3da7945e59e26ba2a5f1365e73713e21b16688","datavalue":{"value":{"amount":"+0.816076934337616","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1186090$A37E554E-9647-438C-B5BD-272F14BFA7B7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1186090","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1186090"}}}}}