Applications of integration by parts formula for infinite-dimensional semimartingales

DOI10.1016/0047-259X(86)90074-6zbMath0602.60049MaRDI QIDQ1081963

Ali Süleyman Üstünel

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

semimartingalesFeynman-Kac formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (4)

Decompositions of semimartingales on \({\mathcal S}'\) ⋮ Semimartingales on duals of nuclear spaces ⋮ Differentiable measures and the Malliavin calculus ⋮ Stochastic Feynman-Kac formula

Cites Work

• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• Erratum to ?A characterization of semimartingales on nuclear spaces?
• A generalized formula of Ito and some other properties of stochastic flows
• A characterization of semimartingales on nuclear spaces
• Some applications of stochastic integration in infinite dimensions
• Produits tensoriels topologiques et espaces nucléaires
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