An approach to stochastic integration in general separable Banach spaces

DOI10.1007/S11118-018-9696-4MaRDI QIDQ1740583zbMATH OpenOpenAlexFDO

Authors A. A. Kalinichenko

Publication date 30 April 2019

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-018-9696-4

zbMATH Keywords

Gaussian measuresinfinite-dimensional stochastic analysisstochastic differential equationsstochastic integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(12)

• Lévy area of Wiener processes in Banach spaces
• Stochastic integration with respect to cylindrical semimartingales
• Stochastic integration in Banach spaces
• Stochastic Integration in Banach Spaces
• scientific article; zbMATH DE number 3846593 (Why is no real title available?)
• Extension of stochastic integral in Banach space
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• scientific article; zbMATH DE number 16142 (Why is no real title available?)
• Stochastic differential equations in a Banach space, main directions and new method of development
• scientific article; zbMATH DE number 5174016 (Why is no real title available?)
• Infinite dimensional stochastic integration
• Stochastic integration in quasi-Banach spaces

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