MARTINGALES OF RANDOM DISTRIBUTIONS

DOI10.2206/KYUSHUMFS.35.185MaRDI QIDQ3921908zbMATH OpenOpenAlexFDO

Authors Itaru Mitoma

Publication date 1981

Published in Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushumfs.35.185

zbMATH Keywords

martingale convergence theoremsnuclear Frechet space

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Sample path properties (60G17) Generalized stochastic processes (60G20) Martingales with continuous parameter (60G44)

Cited in

(10)

• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• Stochastic evolution equations driven by nuclear-space-valued martingales
• Diffusion processes in linear spaces and pseudo-topologies
• Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces
• Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces
• Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space
• An Itō formula in the space of tempered distributions
• Continuity of stochastic processes with values in the dual of a nuclear space
• Large deviations for stochastic evolution equations in duals of nuclear frechet spaces
• Regularization of cylindrical processes in locally convex spaces

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