Eine I<scp>TO</scp>‐Formel für H<scp>ILBERT</scp>raum‐wertige zufällige Felder

DOI10.1002/MANA.19811010116MaRDI QIDQ3943764zbMATH OpenOpenAlexFDO

Authors Wilfried Grecksch

Publication date 1981

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19811010116

zbMATH Keywords

Girsanov theoremHilbert-space valued random fieldsIto formula

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Cites work

• Abstract martingale convergence theorems
• Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Cited in

(1)

• Maximal-Valued Extensions of Positive Operators

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