A generalization of an extended stochastic integral

DOI10.1007/s11253-007-0044-xzbMath1144.47329MaRDI QIDQ5430969

Volodymyr Tesko, Sergio A. Albeverio, Yurij M. Berezansky

Publication date: 16 December 2007

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/164185

zbMATH Keywords

Itô integral; martingale; Fock space; rigging; extended stochastic integral

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60H05: Stochastic integrals

46N30: Applications of functional analysis in probability theory and statistics

47N30: Applications of operator theory in probability theory and statistics