Stochastic Fubini Theorem for Semimartingales in Hilbert Space

DOI10.4153/CJM-1990-046-8MaRDI QIDQ3201181zbMATHOpenAlexFDO

Authors Jorge A. Leon

Publication date 1990

Published in Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4153/cjm-1990-046-8

zbMATH Keywords

semimartingalestochastic integralstochastic Fubini theoremstochastic evolution equations in Hilbert space

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(6)

• ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS
• On the stochastic Fubini theorem in infinite dimensions
• Infinite dimensional weak Dirichlet processes and convolution type processes
• Fuk's inequalities for stochastic fields of reversed martingales
• A stochastic Fubini theorem: BSDE method
• Fubini theorem for anticipating stochastic integrals in Hilbert space

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