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

DOI10.1007/BF01448381MaRDI QIDQ790532zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cited in

(12)

• On an autoregressive process driven by a sequence of Gaussian cylindrical random variables
• scientific article; zbMATH DE number 4024420 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4143185 (Why is no real title available?)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
• scientific article; zbMATH DE number 1884266 (Why is no real title available?)
• Stochastic integration of functions with values in a Banach space
• Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

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