Almost sure convergence of stochastic integrals in Hilbert Spaces∗

DOI10.1080/07362999208809289zbMath0766.60059OpenAlexW2013375185MaRDI QIDQ4022592

Jing-Lin Jiang, Pao-Liu Chow

Publication date: 17 January 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809289

zbMATH Keywords

continuous local martingalepathwise definition of the Itô integralpathwise limit of the Riemann sums

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations

Cites Work

• Exponential estimates in exit probability for some diffusion processes in hilbert spaces
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• Stochastic integral

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