Banach space valued functionals of the Wiener process

MaRDI QIDQ5146338zbMATH OpenFDO

Authors Badri Mamporia, O. Purtukhia

Publication date 25 January 2021

Full work available at URL http://www.rmi.ge/transactions/TRMI-volumes/174-2/v174(2)-9.pdf

zbMATH Keywords

Wiener processfunctional of the Wiener processItô stochastic integralcovariance operator of the (generalized) random element in a Banach spacegeneralized random element

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3127846 (Why is no real title available?)
• scientific article; zbMATH DE number 193549 (Why is no real title available?)
• A clark-ocone formula in UMD Banach spaces
• On functionals of the Wiener process in a Banach space
• Stochastic differential equation for generalized random processes in a Banach space
• The Malliavin Calculus and Related Topics

Cited in

(11)

• On functionals of the Wiener process in a Banach space
• A joint functional law for the Wiener process and principal value
• BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
• On the Wiener processes in a Banach space
• scientific article; zbMATH DE number 3848297 (Why is no real title available?)
• scientific article; zbMATH DE number 4001074 (Why is no real title available?)
• Banach space valued functionals of the one dimensional Wiener process
• Lévy area of Wiener processes in Banach spaces
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• Banach space valued weak second order stochastic processes
• On a Banach space of functions associated with a homogeneous additive process

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