Elementary processes for Itô integral against cylindrical Wiener process

DOI10.1214/23-ps23OpenAlexW4389053068MaRDI QIDQ6183889

Sylvain Dotti

Publication date: 4 January 2024

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/Elementary-processes-for-It%c3%b4-Integral-against-cylindrical-Wiener-process/10.1214/23-PS23.full

zbMATH Keywords

Itô integralwhite noise theorycylindrical Wiener processelementary processes

Mathematics Subject Classification ID

Brownian motion (60J65) White noise theory (60H40) Stochastic processes (60G99) Stochastic integrals (60H05)

Cites Work

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