Ito stochastic integral in the dual of a nuclear space

DOI10.1016/0047-259X(89)90048-1zbMATH Open0692.60042MaRDI QIDQ583718FDOQ583718

Authors: Tomasz Bojdecki, Jacek Jakubowski 

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

Wiener processnuclear spaceoperator-valued process

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)

Cites Work

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Cited In (15)

• The demographic variation process of multitype branching random fields
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Title not available (Why is that?)
• Title not available (Why is that?)
• The anticipative Stratonovich integral in conuclear spaces
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Fluctuation limits of multitype branching random fields
• SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES
• The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
• Stochastic integration in Hilbert spaces withrespect to cylindrical martingale-valued measures
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS^*
• Stochastic heat and wave equations on a Lie group

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