A note on stochastic integrals as \(L^{2}\)-curves

DOI10.1016/j.spl.2010.03.009zbMath1202.60080arXiv1907.03258OpenAlexW2098635686MaRDI QIDQ979205

Stefan Tappe

Publication date: 25 June 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.03258

zbMATH Keywords

stochastic integrals\(L^2\)-curvesconnection to It\(\hat{o}\)-integralstochastic partial differential equations,

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation ⋮ Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral ⋮ The Itō integral with respect to an infinite dimensional Lévy process: a series approach

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