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

DOI10.1007/BF00534964zbMATH Open0304.60032OpenAlexW1967241101MaRDI QIDQ4060205FDOQ4060205

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

• Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques
• The operator theory of the pseudo-inverse. I: Bounded operators, II: Unbounded operators with arbitrary range
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• A Martingale Approach to Linear Recursive State Estimation
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Cited In (15)

• 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
• Title not available (Why is that?)
• Remarks on Hilbert-space-valued multimartingale measures
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
• Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

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