Stochastic integration with respect to cylindrical semimartingales

DOI10.1214/21-EJP718zbMath1491.60075arXiv2010.05292OpenAlexW3092163761MaRDI QIDQ2076630

Christian A. Fonseca-Mora

Publication date: 22 February 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.05292

zbMATH Keywords

tensor productslocally convex spacesstochastic integralsnuclear spacescylindrical semimartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Cites Work

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