Sur les supports des processus à valeurs dans des espaces nucléaires. (On the supports of processes with values in nuclear spaces)

zbMath0651.60070MaRDI QIDQ1106554

Claude Martias

Publication date: 1988

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_3_345_0

zbMATH Keywords

Ito formulaintegration by parts formulasemi-martingalesnuclear spacecountable inductive limit of Fréchet spaces

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (2)

Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space ⋮ Regularization of cylindrical processes in locally convex spaces

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