Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space

DOI10.1016/0047-259X(90)90035-GzbMATH Open0716.60056MaRDI QIDQ753271FDOQ753271

Authors: Tomasz Bojdecki, Jacek Jakubowski 

Publication date: 1990

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

Recommendations

• scientific article
• scientific article; zbMATH DE number 930777
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• Ito stochastic integral in the dual of a nuclear space
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• scientific article; zbMATH DE number 1536206
• scientific article; zbMATH DE number 1220935
• scientific article; zbMATH DE number 4001074

zbMATH Keywords

nuclear spacegeneralized Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Semimartingales: A course on stochastic processes
• Title not available (Why is that?)
• Distribution-valued processes arising from independent Brownian motions
• Title not available (Why is that?)
• Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
• Title not available (Why is that?)
• High density limit theorems for infinite systems of unscaled branching Brownian motions
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
• Diffusion equations in duals of nuclear spaces
• Title not available (Why is that?)
• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
• Ito stochastic integral in the dual of a nuclear space
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• Title not available (Why is that?)
• Inhomogenous infinite dimensional langevin equations

Cited In (15)

• The Skorohod integral in conuclear spaces
• Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
• Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
• Ito stochastic integral in the dual of a nuclear space
• Title not available (Why is that?)
• The anticipative Stratonovich integral in conuclear spaces
• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Stochastic integral of processes taking values of generalized operators
• Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
• 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
• Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces
• Stochastic integration in abstract spaces
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

This page was built for publication: Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753271)