Stochastic integrals and Gelfand integration in Fréchet spaces

DOI10.1142/S0219025722500072zbMath1494.60057arXiv2103.08171OpenAlexW3137530805WikidataQ114072695 ScholiaQ114072695MaRDI QIDQ5083410

Luca Galimberti, Fred Espen Benth

Publication date: 20 June 2022

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.08171

zbMATH Keywords

white noise analysisFréchet spacesstochastic integrationGelfand integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Distributions on infinite-dimensional spaces (46F25)

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