Fubini theorem for anticipating stochastic integrals in Hilbert space
From MaRDI portal
Publication:2366979
DOI10.1007/BF01314821zbMath0771.60039MaRDI QIDQ2366979
Publication date: 15 August 1993
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
stochastic evolution equationsanticipating stochastic integralanticipating Fubini theoremanticipating integrable processcylindrical Hilbert-Wiener process
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Calcul stochastique et problèmes de martingales
- *-solutions of evolution equations in Hilbert space
- Stochastic calculus with anticipating integrands
- A Malliavin-type anticipative stochastic calculus
- Stochastic Fubini Theorem for Semimartingales in Hilbert Space
- On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
- 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
This page was built for publication: Fubini theorem for anticipating stochastic integrals in Hilbert space