Banach space valued functionals of the Wiener process

MaRDI QIDQ5146338zbMATH OpenFDO

Authors Badri Mamporia, O. Purtukhia

Publication date 25 January 2021

Full work available at URL http://www.rmi.ge/transactions/TRMI-volumes/174-2/v174(2)-9.pdf

zbMATH Keywords

covariance operator of the (generalized) random element in a Banach spacefunctional of the Wiener processgeneralized random elementItô stochastic integralWiener process

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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• Banach space valued functionals of the one dimensional Wiener process
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Cites work

• A clark-ocone formula in UMD Banach spaces
• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 193549 (Why is no real title available?)
• On functionals of the Wiener process in a Banach space
• Stochastic differential equation for generalized random processes in a Banach space
• The Malliavin Calculus and Related Topics

Cited in

(11)

• On a Banach space of functions associated with a homogeneous additive process
• BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
• Lévy area of Wiener processes in Banach spaces
• On functionals of the Wiener process in a Banach space
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• scientific article; zbMATH DE number 3848297 (Why is no real title available?)
• scientific article; zbMATH DE number 4001074 (Why is no real title available?)
• A joint functional law for the Wiener process and principal value
• Banach space valued weak second order stochastic processes
• Banach space valued functionals of the one dimensional Wiener process
• On the Wiener processes in a Banach space

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