Analytic semimartingales and their boundary values

DOI10.1016/0022-1236(83)90022-8MaRDI QIDQ1837469zbMATH OpenOpenAlexFDO

Authors A. S. Üstünel

Publication date 1983

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(83)90022-8

zbMATH Keywords

analytic functionsboundary valuessemimartingaleslocal time of Brownian motionnuclear spacesIto-Tanaka formula

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Entire and meromorphic functions of one complex variable, and related topics (30D99) Distribution theory (60E99) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3727272 (Why is no real title available?)
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• scientific article; zbMATH DE number 3344969 (Why is no real title available?)
• A characterization of semimartingales on nuclear spaces
• A generalization of Ito's formula
• On a stopped Doob's inequality and general stochastic equations
• Produits tensoriels topologiques et espaces nucléaires
• Some applications of stochastic integration in infinite dimensions
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques

Cited in

(1)

• Hypoellipticity of the stochastic partial differential operators

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