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

DOI10.1007/BF00534964zbMath0304.60032MaRDI QIDQ4060205

Jean-Yves Ouvrard

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

60H05: Stochastic integrals

Related Items

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, Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions, 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), Remarks on Hilbert-space-valued multimartingale measures, Embedding the abstract Wiener space in a probability space, Spatial ergodicity for SPDEs via Poincaré-type inequalities, Talagrand concentration inequalities for stochastic partial differential equations, A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes., Representation of infinite dimensional martingales, Brownian representations of cylindrical continuous local martingales, Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces, INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE, Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces, Unnamed Item

Cites Work

• 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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