Ito formula in nuclear Fréchet space

zbMATH Open0542.60009MaRDI QIDQ795397FDOQ795397

Andrei Khrennikov

Publication date: 1984

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

Ito's formulanuclear Fréchet space

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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