Banach space valued functionals of the one dimensional Wiener process

MaRDI QIDQ5091337zbMATH OpenFDO

Authors Badri Mamporia, O. Purtukhia

Publication date 26 July 2022

Full work available at URL http://www.viam.science.tsu.ge/enl_ses/vol33/Mamporia_Purtukhia.pdf

zbMATH Keywords

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

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

Recommendations

• Banach space valued functionals of the Wiener process
• On functionals of the Wiener process in a Banach space
• scientific article; zbMATH DE number 4001074
• On the Wiener processes in a Banach space
• The Clark-Ocone formula for vector valued Wiener functionals

Cited in

(5)

• On functionals of the Wiener process in a Banach 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?)
• Banach space valued functionals of the Wiener process
• On the Wiener processes in a Banach space

This page was built for publication: Banach space valued functionals of the one dimensional Wiener process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5091337)