On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals

DOI10.1016/0167-7152(93)90181-HzbMath0787.60062OpenAlexW2075699266MaRDI QIDQ689492

Josefa Linares-Pérez

Publication date: 2 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90181-h

zbMATH Keywords

Brownian motionHilbert-Schmidt operatorsstochastic integralItô's formula

Mathematics Subject Classification ID

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

Cites Work

• Semimartingales: A course on stochastic processes
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• An operator-valued stochastic integral
• On stochastic differential equations
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