A characterization of semimartingales on nuclear spaces

DOI10.1007/BF01957095zbMath0466.60006MaRDI QIDQ3918792

Ali Süleyman Üstünel

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Hilbert space-valued semimartingalesrandom Dirac measure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Probability theory on linear topological spaces (60B11)

Related Items

Applications of integration by parts formula for infinite-dimensional semimartingales ⋮ RADONIFICATION OF CYLINDRICAL SEMIMARTINGALES BY A SINGLE HILBERT–SCHMIDT OPERATOR ⋮ Decompositions of semimartingales on \({\mathcal S}'\) ⋮ Radonification of cylindrical semimartingales on Hilbert spaces ⋮ The three operators theorem ⋮ Semimartingales on duals of nuclear spaces ⋮ Hypoellipticity of the stochastic partial differential operators ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ Erratum to ?A characterization of semimartingales on nuclear spaces? ⋮ Analytic semimartingales and their boundary values ⋮ Stochastic Feynman-Kac formula ⋮ Some applications of stochastic integration in infinite dimensions

Cites Work

• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• MEASURES ON LINEAR TOPOLOGICAL SPACES
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