scientific article; zbMATH DE number 3798776

zbMATH Open0506.60050MaRDI QIDQ4743520FDOQ4743520

Authors: S. Ustunel 

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1982__18_2_165_0

Title of this publication is not available (Why is that?)

zbMATH Keywords

Feynman-Kac formulasemimartingalesnuclear spaces

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cites Work

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Cited In (21)

• Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
• Title not available (Why is that?)
• Ito stochastic integral in the dual of a nuclear space
• Some applications of stochastic integration in infinite dimensions
• A functional central limit theorem for the \(M/GI/\infty \) queue
• A characterization of semimartingales on nuclear spaces
• Flows of stochastic dynamical systems: The functional analytic approach
• Erratum to ?A characterization of semimartingales on nuclear spaces?
• Decompositions of semimartingales on \({\mathcal S}'\)
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
• Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
• Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces
• Generalized covariation for Banach space valued processes, Itō formula and applications
• Stochastic integration with respect to cylindrical semimartingales
• Stochastic integration in abstract spaces
• Stochastic Feynman-Kac formula
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
• Semimartingales on duals of nuclear spaces
• Applications of integration by parts formula for infinite-dimensional semimartingales
• Analytic semimartingales and their boundary values

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