Cylindrical Wiener Processes
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Publication:3086798
DOI10.1007/978-3-642-15217-7_7zbMath1228.60049arXiv0802.2261OpenAlexW2157621371MaRDI QIDQ3086798
Publication date: 30 March 2011
Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.2261
stochastic differential equationreproducing kernel Hilbert spacestochastic integralcylindrical processcylindrical Wiener processcylindrical measureradonifying operator
Gaussian processes (60G15) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
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