Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
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Publication:3795001
DOI10.1080/17442508808833515zbMath0649.60065OpenAlexW2040498223MaRDI QIDQ3795001
Claude Martias, Hayri Korezlioglu
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833515
Related Items (7)
The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space ⋮ INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE ⋮ Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions ⋮ Ito stochastic integral in the dual of a nuclear space ⋮ Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space ⋮ Remarks on Hilbert-space-valued multimartingale measures
Cites Work
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- Additive processes on nuclear spaces
- Stochastic integrals in abstract Wiener space
- Ito's lemma in infinite dimensions
- Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
- [https://portal.mardi4nfdi.de/wiki/Publication:4060205 Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables]
- [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
- Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory
- Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
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