Stochastic product integral w.r.t infinite dimensional semimartingale i - exponentials of semimartingales

DOI10.1080/07362999008809205zbMath0701.60050OpenAlexW1991224292MaRDI QIDQ3479318

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Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/07362999008809205

zbMATH Keywords

product integrationHilbert-Schmidt operatorscylindrical Brownian motionstochastic product integralstrace class Fock spaces

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20) Probability theory on linear topological spaces (60B11)

Related Items (2)

Stochastic product integral w.r.t. infinite dimensional semimartingale:ii–uniform operator topology case ⋮ Stochastic prodict interal w.r.t. infinite dimensional semimartingale: iii-strong operator topology case

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• Neue Grundlagen für einen Infinitesimalkalkül der Matrizen
• Positive definite kernels, continuous tensor products, and central limit theorems of probability theory
• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]

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