Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space

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)

zbMATH Keywords

nuclear spacegeneralized Wiener process

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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

• Ito stochastic integral in the dual of a nuclear space
• High density limit theorems for infinite systems of unscaled branching Brownian motions
• 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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