Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques
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Publication:4089599
DOI10.1007/BF00539856zbMath0325.60054OpenAlexW1979168091MaRDI QIDQ4089599
Michel Métivier, Giovanni Pistone
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/bf00539856
Related Items (20)
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) ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ Unnamed Item ⋮ An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations ⋮ Itô-Föllmer calculus in Banach spaces. I: The Itô formula ⋮ [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] ⋮ Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces ⋮ Stability of semilinear stochastic evolution equations ⋮ An invariance principle for the Robbins-Monro process in a Hilbert space ⋮ Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L2 approach ⋮ Stochastic evolution equations ⋮ An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise ⋮ Stochastic evolution equations with general white noise disturbance ⋮ Sous-espaces stables de martingales ⋮ Linearized stochastic equations of nonlinear filtering of random processes ⋮ STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS ⋮ On a stochastic evolution equation ⋮ A weak stochastic integral in Banach space with application to a linear stochastic differential equation ⋮ Some results on linear stochastic evolution equations in hilbert spaces by the semi–groups method ⋮ Remarks on Hilbert-space-valued multimartingale measures
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