Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula	scientific article

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scholarly article

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title

Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (English)

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Mathematische Nachrichten

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publication date

5 January 2017

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full work available at URL

https://arxiv.org/abs/1503.05322

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zbMATH Keywords

infinite dimensional Ornstein-Uhlenbeck process

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quadratic variation

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weak approximation

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Itô formula

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MaRDI profile type

MaRDI publication profile

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cites work

Measure and integration theory. Transl. from the German by Robert B. Burckel

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Functional inequality on path space over a non-compact Riemannian manifold

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A functional modulus of continuity for a Wiener process

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Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion

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A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion

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Elements of Stochastic Calculus via Regularization

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The covariation for Banach space valued processes and applications

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Brownian Motion

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Decomposition of Dirichlet processes and its applications

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Stochastic Equations in Infinite Dimensions

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Q4343010

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Q5445400

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Stochastic calculus with respect to continuous finite quadratic variation processes

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Higher moments of Banach space valued random variables

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On stochastics equations with respect to semimartingales ii. itô formula in banach spaces

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Weak limit theorems for stochastic integrals and stochastic differential equations

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Quasi-regular Dirichlet forms on Riemannian path and loop spaces

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Identifiers

zbMATH Open document ID

1355.60105

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DOI

10.1002/mana.201500146

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2953710

@@ Property / cites work @@
+Measure and integration theory. Transl. from the German by Robert B. Burckel
+Normal rank
@@ Property / cites work @@
+Functional inequality on path space over a non-compact Riemannian manifold
+Normal rank
@@ Property / cites work @@
+A functional modulus of continuity for a Wiener process
+Normal rank
@@ Property / cites work @@
+Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
+Normal rank
@@ Property / cites work @@
+A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
+Normal rank
@@ Property / cites work @@
+Elements of Stochastic Calculus via Regularization
+Normal rank
@@ Property / cites work @@
+The covariation for Banach space valued processes and applications
+Normal rank
@@ Property / cites work @@
+Brownian Motion
@@ Property / cites work: Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition of Dirichlet processes and its applications
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445400
@@ Property / cites work: Q5445400 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to continuous finite quadratic variation processes
+Normal rank
@@ Property / cites work @@
+Higher moments of Banach space valued random variables
+Normal rank
@@ Property / cites work @@
+On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Quasi-regular Dirichlet forms on Riemannian path and loop spaces
+Normal rank