STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

DOI10.1142/S0219025713500240zbMath1284.60112arXiv1203.0279MaRDI QIDQ2857632

Christian Olivera

Publication date: 5 November 2013

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0279

zbMATH Keywords

stochastic partial differential equation; cylindrical Wiener process; stochastic calculus via regularization; Russo-Vallois integrals

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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Cites Work

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