An Itō Formula in the Space of Tempered Distributions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-015-0639-3.pdf
Reference19 articles.
1. Applebaum, D.: Lévy Processes and Stochastic Calculus: Cambridge Studies in Advanced Mathematics, vol. 116, 2nd edn. Cambridge University Press, Cambridge (2009). doi: 10.1017/CBO9780511809781
2. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions: Encyclopedia of Mathematics and its Applications, vol. 44. Cambridge University Press, Cambridge (1992). doi: 10.1017/CBO9780511666223
3. Hida, T.: Brownian motion. Applications of Mathematics, vol. 11 (Translated from the Japanese by the author and T. P. Speed). Springer, New York (1980)
4. Itō, K.: Foundations of stochastic differential equations in infinite-dimensional spaces. CBMS-NSF Regional Conference Series in Applied Mathematics, vol. 47. Society for Industrial and Applied Mathematics (SIAM), Philadelphia (1984)
5. Jacod, J., Shiryaev, A.N.: Limit theorems for stochastic processes. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 288, second edn. Springer, Berlin (2003)
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Stochastic PDEs in ' for SDEs driven by Lévy noise;Random Operators and Stochastic Equations;2020-09-01
2. Correction to: An Itō Formula in the Space of Tempered Distributions;Journal of Theoretical Probability;2017-11-01
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