scientific article; zbMATH DE number 1210401
From MaRDI portal
Publication:4213419
zbMath0910.60041MaRDI QIDQ4213419
Remigijus Mikulevičius, Boris L. Rosovskii
Publication date: 19 April 1999
Full work available at URL: http://www.numdam.org/item?id=SPS_1998__32__137_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic integralsstochastic flowsstable spaceconvex topological vector spaceintegration of vector-valued functionsorthogonal martingale measuresHilbert-valued stochastic integralslocally square integrable cylindrical martingale
Related Items (13)
Itô-Föllmer calculus in Banach spaces. I: The Itô formula ⋮ Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension ⋮ Theory of subdualities ⋮ Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration ⋮ A theory of stochastic integration for bond markets ⋮ BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space ⋮ On the Nonlinear Filtering Equations for Superprocesses in Random Environment ⋮ Stochastic integration with respect to cylindrical semimartingales ⋮ On a theorem by A.S. Cherny for semilinear stochastic partial differential equations ⋮ Super-replication and utility maximization in large financial markets ⋮ Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes
This page was built for publication: