Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
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Publication:753271
DOI10.1016/0047-259X(90)90035-GzbMath0716.60056MaRDI QIDQ753271
Tomasz Bojdecki, Jacek Jakubowski
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
The Skorohod integral in conuclear spaces ⋮ The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space ⋮ SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES ⋮ Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples ⋮ The anticipative Stratonovich integral in conuclear spaces ⋮ Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures ⋮ Lévy processes and infinitely divisible measures in the dual of a nuclear space ⋮ Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
Cites Work
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- Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
- Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
- Distribution-valued processes arising from independent Brownian motions
- Semimartingales: A course on stochastic processes
- Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
- Diffusion equations in duals of nuclear spaces
- Inhomogenous infinite dimensional langevin equations
- Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
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