Stochastic product integral w.r.t. infinite dimensional semimartingale:ii–uniform operator topology case

DOI10.1080/07362999008809212zbMath0709.60064OpenAlexW2124450839MaRDI QIDQ3492529

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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/10.1080/07362999008809212

zbMATH Keywords

stochastic differential equationscylindrical Brownian motionHilbert-space valued continuous martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Related Items (1)

Stochastic prodict interal w.r.t. infinite dimensional semimartingale: iii-strong operator topology case

Cites Work

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• Calcul stochastique et problèmes de martingales
• Semimartingales: A course on stochastic processes
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Stochastic product integral w.r.t infinite dimensional semimartingale i - exponentials of semimartingales
• [https://portal.mardi4nfdi.de/wiki/Publication:4121258 Stabilit� des solutions des �quations diff�rentielles stochastiques application aux int�grales multiplicatives stochastiques]
• Quelques applications de la formule de changement de variables pour les semimartingales

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