Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables

DOI10.1007/BF00534964zbMath0304.60032OpenAlexW1967241101MaRDI QIDQ4060205

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534964

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (15)

Brownian representations of cylindrical continuous local martingales ⋮ Sur l'intégration stochastique par rapport à une martingale hilbertienne de carré intégrable. (On stochastic integration with respect to a square-integrable Hilbert-valued martingale) ⋮ INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE ⋮ Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces ⋮ Embedding the abstract Wiener space in a probability space ⋮ Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions ⋮ Unnamed Item ⋮ BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control ⋮ Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications ⋮ Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces ⋮ Talagrand concentration inequalities for stochastic partial differential equations ⋮ Representation of infinite dimensional martingales ⋮ Spatial ergodicity for SPDEs via Poincaré-type inequalities ⋮ A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. ⋮ Remarks on Hilbert-space-valued multimartingale measures

Cites Work

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The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range
[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]
A Martingale Approach to Linear Recursive State Estimation

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