On functionals of the Wiener process in a Banach space

DOI10.1016/J.TRMI.2018.07.007MaRDI QIDQ2317100zbMATH OpenOpenAlexFDO

Authors Badri Mamporia, O. Purtukhia

Publication date 8 August 2019

Published in Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.trmi.2018.07.007

zbMATH Keywords

Wiener processcovariance operator in Banach spacefunctional of the Wiener processItô stochastic integral

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Geometry and structure of normed linear spaces (46B20)

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Cites work

• scientific article; zbMATH DE number 3913327 (Why is no real title available?)
• scientific article; zbMATH DE number 3468090 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• A clark-ocone formula in UMD Banach spaces
• Holder Conditions for Realizations of Gaussian Processes
• On the convergence of sums of independent Banach space valued random variables
• Stochastic differential equation for generalized random processes in a Banach space
• Stochastic integration in Banach spaces -- a survey

Cited in

(13)

• Construction of some processes on the Wiener space associated to second order operators
• Banach space valued functionals of the Wiener process
• Les processus de dirichlet et tant qu'espace de banach
• Random Mappings and a Generalized Additive Functional of a Wiener Process
• BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
• On the Wiener processes in a Banach space
• scientific article; zbMATH DE number 4001074 (Why is no real title available?)
• Banach space valued functionals of the one dimensional Wiener process
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• scientific article; zbMATH DE number 4124766 (Why is no real title available?)
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• Differentiability of Expectations of Functionals of a Wiener Process
• On functions transforming a Wiener process into a semimartingale

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