Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
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Publication:753271
DOI10.1016/0047-259X(90)90035-GzbMath0716.60056MaRDI QIDQ753271
Tomasz Bojdecki, Jacek Jakubowski
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
60H05: Stochastic integrals
Related Items
SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES, 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, The anticipative Stratonovich integral in conuclear spaces, Lévy processes and infinitely divisible measures in the dual of a nuclear space, Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space, The Skorohod integral in conuclear spaces, The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
Cites Work
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