Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables

DOI10.1007/BF00534964MaRDI QIDQ4060205zbMATH OpenOpenAlexFDO

Authors Jean-Yves Ouvrard

Publication date 1975

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

Full work available at URL https://doi.org/10.1007/bf00534964

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites work

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Cited in

(15)

• Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications
• Embedding the abstract Wiener space in a probability space
• INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE
• Sur l'intégration stochastique par rapport à une martingale hilbertienne de carré intégrable. (On stochastic integration with respect to a square-integrable Hilbert-valued martingale)
• Brownian representations of cylindrical continuous local martingales
• BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control
• Representation of infinite dimensional martingales
• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
• Talagrand concentration inequalities for stochastic partial differential equations
• Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• Spatial ergodicity for SPDEs via Poincaré-type inequalities
• Remarks on Hilbert-space-valued multimartingale measures
• scientific article; zbMATH DE number 3768706 (Why is no real title available?)
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

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