Cylindrical continuous martingales and stochastic integration in infinite dimensions (Q320231)
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scientific article; zbMATH DE number 6633904
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| English | Cylindrical continuous martingales and stochastic integration in infinite dimensions |
scientific article; zbMATH DE number 6633904 |
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Cylindrical continuous martingales and stochastic integration in infinite dimensions (English)
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6 October 2016
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cylindrical martingale
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quadratic variation
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continuous local martingale
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stochastic integration in Banach spaces
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UMD Banach spaces
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Burkholder-Davis-Gundy
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random time change
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\(\gamma\)-radonifying operators
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inequalities
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Itō formula
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stochastic evolution equation
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stochastic convolution
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functional calculus
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0.94596636
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0.93584704
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0.93404853
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0.8976455
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0.8952744
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