Isomorphism for Spaces of Predictable Processes and an Extension of the Ito Integral

DOI10.1080/07362994.2012.668445zbMath1244.60053arXiv1907.05137OpenAlexW2062252392MaRDI QIDQ2893291

Stefan Tappe, Barbara Rüdiger

Publication date: 20 June 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.05137

zbMATH Keywords

Itô integralstochastic partial differential equationsstochastic processes in infinite dimensionsisomorphisms for spaces of predictable processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic integrals (60H05)

Related Items (4)

Strong solutions of stochastic models for viscoelastic flows of Oldroyd type ⋮ The Itō integral with respect to an infinite dimensional Lévy process: a series approach ⋮ Weak Convergence of Finite Element Approximations of Linear Stochastic Evolution Equations with Additive Lévy Noise ⋮ Uniqueness of the nonlinear Schrödinger equation driven by jump processes

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• Existence of Lévy term structure models
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• A series approach to stochastic differential equations with infinite dimensional noise
• Stochastic Differential Equations in Infinite Dimensions
• Relation Between Stochastic Integrals and the Geometry of Banach Spaces
• Stochastic Partial Differential Equations with Levy Noise

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