Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710)
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English | Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula |
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Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (English)
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5 January 2017
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infinite dimensional Ornstein-Uhlenbeck process
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quadratic variation
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weak approximation
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Itô formula
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