Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Author:

Kunita Hiroshi

Abstract

Let H be a separable Hilbert space with inner product (,) and norm ║ ║. We denote by K the set of all linear operators on H. Let be a probability space and suppose we are given a family of σ-fields t≥O such that for O ≤ st and .

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference5 articles.

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2. Infinite-dimensional epllitic operators and parabolic equations connected with them;Daletskii;Uspekhi Mate. Nauk.,1967

3. On Square Integrable Martingales

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