An approach to stochastic integration in general separable Banach spaces

DOI10.1007/s11118-018-9696-4zbMath1411.60083OpenAlexW2797542531MaRDI QIDQ1740583

A. A. Kalinichenko

Publication date: 30 April 2019

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-018-9696-4

zbMATH Keywords

stochastic differential equationsGaussian measuresstochastic integralinfinite-dimensional stochastic analysis

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Stochastic integration with respect to cylindrical semimartingales

Cites Work

• Cylindrical continuous martingales and stochastic integration in infinite dimensions
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• The covariation for Banach space valued processes and applications
• Stochastic integrals in abstract Wiener space
• Stochastic integration in Banach spaces
• ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE
• Stochastic Equations in Infinite Dimensions
• Topological Vector Spaces and Their Applications
• Upper and Lower Bounds for Stochastic Processes
• Stochastic Integration in Banach Spaces – a Survey
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