An operator-valued stochastic integral

DOI10.3792/pja/1195519933zbMath0256.60029OpenAlexW2073439584MaRDI QIDQ5671437

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Publication date: 1971

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195519933

Mathematics Subject Classification ID

Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Stochastic integrals (60H05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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Cites Work

• Banach space-valued random variables and tensor products of Banach spaces
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Note on covariance operators of probability measures on a Hilbert space
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