Localization of the extended stochastic integral

DOI10.1070/SM2006V197N09ABEH003798MaRDI QIDQ3508673zbMATH OpenOpenAlexFDO

Authors

Publication date 1 July 2008

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/sm2006v197n09abeh003798

zbMATH Keywords

divergence operatorlocalization propertySkorokhod stochastic integralWiener space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Stochastic integrals (60H05)

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Cited in

(2)

• An extended stochastic integral for non-Gaussian measures in locally convex spaces
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