A weak stochastic integral in Banach space with application to a linear stochastic differential equation

DOI10.1007/BF01448381zbMATH Open0534.60048OpenAlexW2013144263WikidataQ115393508 ScholiaQ115393508MaRDI QIDQ790532FDOQ790532

Authors: Nadav Berman, William L. Root 

Publication date: 1983

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448381

Recommendations

• scientific article; zbMATH DE number 1884266
• scientific article; zbMATH DE number 3949422
• scientific article; zbMATH DE number 3883347
• scientific article; zbMATH DE number 559215
• scientific article; zbMATH DE number 890839
• Stochastic Integration in Banach Spaces
• Linear stochastic differential equations in a Banach space
• scientific article; zbMATH DE number 1165673
• scientific article; zbMATH DE number 3862167
• Stochastic integration in Banach spaces -- a survey

zbMATH Keywords

cylindrical stochastic process in Banach spacecylindrical Wiener process in Banach spacelinear stochastic differential equations in Banach space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian Measures on Function Spaces
• Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques
• On a stopped Doob's inequality and general stochastic equations
• On the convergence of sums of independent Banach space valued random variables
• Stochastic differential equations in Hilbert space
• Title not available (Why is that?)
• Stochastic integrals in abstract Wiener space
• Probability Theory in Geophysics
• Differential and stochastic equations in abstract Wiener space
• Sur une équation d'évolution stochastique
• The Stochastic Integral with Respect to Processes with Values in a Reflexive Banach Space

Cited In (12)

• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
• Title not available (Why is that?)
• Stochastic integration with respect to the cylindrical Wiener process via regularization
• Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
• Cylindrical Wiener processes
• Extension of stochastic integral in Banach space
• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Title not available (Why is that?)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• Title not available (Why is that?)
• Stochastic integration of functions with values in a Banach space
• Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

This page was built for publication: A weak stochastic integral in Banach space with application to a linear stochastic differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q790532)