scientific article; zbMATH DE number 4135138

MaRDI QIDQ3468396zbMATH OpenFDO

Authors Tomasz Bojdecki, Jacek Jakubowski

Publication date 1989

zbMATH Keywords

Hilbert-Schmidt operatorstochastic integralgeneralized Wiener processcovariance functionalconuclear spacelocalisation argument

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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Cited in

(8)

• The Skorohod integral in conuclear spaces
• Ito stochastic integral in the dual of a nuclear space
• Extension of stochastic integral in Banach space
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
• Stochastic integral of processes taking values of generalized operators
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
• Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces

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