Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process (Q1092516)
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English | Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process |
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Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process (English)
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1987
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In this work we develop techniques for the study of nonlinear functionals of a \(\Phi'\)-valued Wiener process \(W_ t\), where \(\Phi'\) is the dual of a countably Hilbert nuclear space. We construct stochastic integrals and multiple Wiener integrals of operator-valued processes with respect to \(W_ t\). The Wiener decomposition of the space of \(\Phi'\)-valued nonlinear functionals of \(W_ t\) is established. We also obtain multiple stochastic integral expansions and representations of \(\Phi'\)-valued nonlinear functionals of \(W_ t\) as operator-valued stochastic integrals of Itô type.
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operator-valued processes
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Wiener decomposition
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multiple stochastic integral expansions
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operator-valued stochastic integrals of Itô type
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