Stochastic integral with respect to cylindrical Wiener process (Q2769183)
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scientific article; zbMATH DE number 1701084
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integral with respect to cylindrical Wiener process |
scientific article; zbMATH DE number 1701084 |
Statements
5 February 2002
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stochastic integral
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Hilbert space-valued Wiener process
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cylindrical Wiener process
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martingale measure
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Stochastic integral with respect to cylindrical Wiener process (English)
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This is a survey article collecting some basic facts and notions related to the stochastic integration in Hilbert spaces.
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