On stochastic squations with respect to semimartingales III

DOI10.1080/17442508208833220zbMath0495.60067OpenAlexW2067566522WikidataQ126242904 ScholiaQ126242904MaRDI QIDQ3959220

István Gyöngy

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833220

zbMATH Keywords

monotone operatorslocal martingaleinfinite dimensional Wiener processHilbert space valued martingalesIto equations in Banach spaces

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25)

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