Sur l'intégration stochastique par rapport à une martingale hilbertienne de carré intégrable. (On stochastic integration with respect to a square-integrable Hilbert-valued martingale)
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Publication:1103269
DOI10.1007/BF00343740zbMath0645.60059MaRDI QIDQ1103269
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
representationHilbert-valued square integrable martingaleKunita-Watanabe inequalitystochastic integration with respect to Hilbert-valued martingalesunbounded linear operators in Hilbert spaces
Probability measures on topological spaces (60B05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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Cites Work
- Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration
- [https://portal.mardi4nfdi.de/wiki/Publication:4060205 Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables]
- [https://portal.mardi4nfdi.de/wiki/Publication:4089599 Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques]
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