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Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula - MaRDI portal

Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (Q2953710)

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Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula
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    Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula (English)
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    5 January 2017
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    infinite dimensional Ornstein-Uhlenbeck process
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    quadratic variation
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    weak approximation
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    Itô formula
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