Almost sure convergence of stochastic integrals in Hilbert Spaces∗

DOI10.1080/07362999208809289MaRDI QIDQ4022592zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(7)

• A note on the almost sure convergence for dependent random variables in a Hilbert space
• scientific article; zbMATH DE number 11743 (Why is no real title available?)
• scientific article; zbMATH DE number 68597 (Why is no real title available?)
• Continuity of the Ito stochastic integral in Hilbert spaces
• Progressive Stochastic Processes and an Application to the Itô Integral
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• On almost sure convergence results in stochastic calculus

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