Fubini theorem for anticipating stochastic integrals in Hilbert space

DOI10.1007/BF01314821MaRDI QIDQ2366979zbMATH OpenFDO

Authors Jorge A. Leon

Publication date 15 August 1993

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

Full work available at URL https://doi.org/10.1007/BF01314821

zbMATH Keywords

anticipating Fubini theoremanticipating integrable processanticipating stochastic integralcylindrical Hilbert-Wiener processstochastic evolution equations

Mathematics Subject Classification ID

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

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Cites work

• *-solutions of evolution equations in Hilbert space
• A Malliavin-type anticipative stochastic calculus
• Calcul stochastique et problèmes de martingales
• Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes
• scientific article; zbMATH DE number 3644263 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• scientific article; zbMATH DE number 3996784 (Why is no real title available?)
• On equivalence of solution to stochastic differential equation with antipating evolution system
• On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
• Stochastic calculus with anticipating integrands
• Stochastic evolution equations with respect to semimartingales in hilbert space
• Stochastic Fubini Theorem for Semimartingales in Hilbert Space

Cited in

(8)

• Multiscale expansion of invariant measures for SPDEs
• Backward Itô-Ventzell and stochastic interpolation formulae
• Fubini-type theorem for anticipating integrals
• Stochastic Fubini Theorem for Semimartingales in Hilbert Space
• On the stochastic Fubini theorem in infinite dimensions
• scientific article; zbMATH DE number 970665 (Why is no real title available?)
• Regularization and integral representations of Hermite processes
• Semimartingale approximation of fractional Brownian motion and its applications

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