Fubini theorem for anticipating stochastic integrals in Hilbert space

DOI10.1007/BF01314821zbMath0771.60039MaRDI QIDQ2366979

Jorge A. Leon

Publication date: 15 August 1993

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic evolution equationsanticipating stochastic integralanticipating Fubini theoremanticipating integrable processcylindrical Hilbert-Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (4)

Regularization and integral representations of Hermite processes ⋮ Semimartingale approximation of fractional Brownian motion and its applications ⋮ Multiscale expansion of invariant measures for SPDEs ⋮ Backward Itô-Ventzell and stochastic interpolation formulae

Cites Work

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• Stochastic evolution equations with respect to semimartingales in hilbert space
• Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes
• On equivalence of solution to stochastic differential equation with antipating evolution system

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