Affiliation:
1. Delft Institute of Applied Mathematics, Delft University of Technology, 2600 GA Delft, The Netherlands
Abstract
In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral, converges to the stochastic integral process with respect to Sobolev norms of smoothness α < 1/2. This result will be used to derive a new integration by parts formula for the forward integral.
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics
Cited by
5 articles.
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