On functionals of the Wiener process in a Banach space

DOI10.1016/j.trmi.2018.07.007zbMath1419.60006OpenAlexW2887823454MaRDI QIDQ2317100

Omar Purtukhia, Badri Mamporia

Publication date: 8 August 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2018.07.007

zbMATH Keywords

Wiener processItô stochastic integralcovariance operator in Banach spacefunctional of the Wiener process

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Probability theory on linear topological spaces (60B11)

Related Items (1)

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Cites Work

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• A clark-ocone formula in UMD Banach spaces
• On the convergence of sums of independent Banach space valued random variables
• Stochastic Differential Equation for Generalized Random Processes in a Banach Space
• Holder Conditions for Realizations of Gaussian Processes
• Stochastic Integration in Banach Spaces – a Survey

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