A stochastic integral of operator-valued functions

MaRDI QIDQ3608118zbMATH OpenFDO

Authors Volodymyr Tesko

Publication date 28 February 2009

Full work available at URL https://arxiv.org/abs/1605.06549

zbMATH Keywords

abstract martingaleFock spacestochastic integral

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Vector-valued measures and integration (46G10) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Abstract: In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted processes with respect to normal martingales and the Ito integral in a Fock space

Recommendations

• A generalization of operator stochastic integrals
• Stochastic operator integrals
• Stochastic integral of processes taking values of generalized operators
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
• scientific article; zbMATH DE number 3965122
• Stratonovich-Henstock integral for the operator-valued stochastic process
• scientific article; zbMATH DE number 3942628
• scientific article; zbMATH DE number 3901759
• Publication:4720485

Cited in

(20)

• Stochastic operator integrals
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
• A Riemann-type definition of the Itô integral for the operator-valued stochastic process
• Stochastic integral of processes taking values of generalized operators
• Fusion integral
• Random nonanticipative functional (RNF) on Hilbert spaces and stochastic integrals
• scientific article; zbMATH DE number 3850200 (Why is no real title available?)
• scientific article; zbMATH DE number 3879847 (Why is no real title available?)
• scientific article; zbMATH DE number 3901759 (Why is no real title available?)
• scientific article; zbMATH DE number 3942628 (Why is no real title available?)
• scientific article; zbMATH DE number 33934 (Why is no real title available?)
• Almost sure convergence of stochastic integrals in Hilbert Spaces^∗
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)
• The integration of operator-valued functions with respect to vector-valued measures
• A class of integral operators generated by random variables
• A generalization of an extended stochastic integral
• Stochastic integration in Fock space
• Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
• Hilbert space-valued integral of operator-valued functions

This page was built for publication: A stochastic integral of operator-valued functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3608118)