scientific article; zbMATH DE number 3798776

zbMath0506.60050MaRDI QIDQ4743520

S. Ustunel

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1982__18_2_165_0

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zbMATH Keywords

semimartingalesFeynman-Kac formulanuclear spaces

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Related Items (20)

Applications of integration by parts formula for infinite-dimensional semimartingales ⋮ Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ A functional central limit theorem for the \(M/GI/\infty \) queue ⋮ Decompositions of semimartingales on \({\mathcal S}'\) ⋮ Semimartingales on duals of nuclear spaces ⋮ Stochastic integration in abstract spaces ⋮ Generalized covariation for Banach space valued processes, Itō formula and applications ⋮ Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes ⋮ Flows of stochastic dynamical systems: The functional analytic approach ⋮ Ito stochastic integral in the dual of a nuclear space ⋮ Generalized solutions of a class of nuclear-space-valued stochastic evolution equations ⋮ Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space ⋮ Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations ⋮ Unnamed Item ⋮ A characterization of semimartingales on nuclear spaces ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ Erratum to ?A characterization of semimartingales on nuclear spaces? ⋮ Analytic semimartingales and their boundary values ⋮ Stochastic Feynman-Kac formula ⋮ Some applications of stochastic integration in infinite dimensions

Cites Work

• Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• MEASURES ON LINEAR TOPOLOGICAL SPACES
• Produits tensoriels topologiques et espaces nucléaires
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