An approach to stochastic integration in general separable Banach spaces

DOI10.1007/s11118-018-9696-4zbMath1411.60083OpenAlexW2797542531MaRDI QIDQ1740583

A. A. Kalinichenko

Publication date: 30 April 2019

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-018-9696-4

zbMATH Keywords

stochastic differential equationsGaussian measuresstochastic integralinfinite-dimensional stochastic analysis

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (1)

Stochastic integration with respect to cylindrical semimartingales

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