Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process

DOI10.1007/BF01442193zbMath0627.60053OpenAlexW1486652511MaRDI QIDQ1092516

Victor Perez-Abreu

Publication date: 1987

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442193

zbMATH Keywords

multiple stochastic integral expansionsoperator-valued processesoperator-valued stochastic integrals of Itô typeWiener decomposition

Mathematics Subject Classification ID

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

Related Items (2)

The Skorohod integral in conuclear spaces ⋮ Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space

Cites Work

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• Infinite dimensional Langevin equation and Fokker-Planck equation
• MARTINGALES OF RANDOM DISTRIBUTIONS
• The multiple stochastic integral
• Infinite-dimensional elliptic operators and parabolic equations connected with them
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

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