Stochastic Integral with respect to Cylindrical Wiener Process
概率论
2007-05-23 v1 泛函分析
摘要
This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The connection of the introduced integral with the integral defined by Walsh [9] is provided as well.
引用
@article{arxiv.math/0511512,
title = {Stochastic Integral with respect to Cylindrical Wiener Process},
author = {Anna Karczewska},
journal= {arXiv preprint arXiv:math/0511512},
year = {2007}
}
备注
15 pages