Stochastic integration in Fock space

DOI10.2140/PJM.1986.122.481MaRDI QIDQ796178zbMATH OpenOpenAlexFDO

Authors V. S. Sunder

Publication date 1986

Published in Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2140/pjm.1986.122.481

zbMATH Keywords

symmetric Fock spaceHilbert-space techniquesKunita- Watanabe theoremprojection onto the space of 'non-anticipating functionals'Itô integral

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic integrals (60H05)

Recommendations

• A stochastic integral of operator-valued functions
• scientific article; zbMATH DE number 3998554
• Stochastic integration on the full Fock space with the help of a kernel calculus
• scientific article; zbMATH DE number 3978070
• scientific article; zbMATH DE number 4082640

Cited in

(10)

• scientific article; zbMATH DE number 774068 (Why is no real title available?)
• Hilbert space-valued integral of operator-valued functions
• Moments of certain stochastic integrals occurring in mathematical physics
• scientific article; zbMATH DE number 4076225 (Why is no real title available?)
• Random nonanticipative functional (RNF) on Hilbert spaces and stochastic integrals
• A generalization of an extended stochastic integral
• Stochastic integration on the full Fock space with the help of a kernel calculus
• On the general form of the integral-sigma lemma in symmetric Fock space
• scientific article; zbMATH DE number 1302918 (Why is no real title available?)
• scientific article; zbMATH DE number 1932381 (Why is no real title available?)

This page was built for publication: Stochastic integration in Fock space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796178)