INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE-Reference-Cited by-同舟云学术

INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE

Published:2007-09 Issue:03 Volume:10 Page:365-379
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

ONDREJÁT MARTIN¹

Affiliation:

1. Mathematical Institute of the Academy of Sciences of the Czech Republic, Žitná 25, 115 67 Praha 1, Czech Republic

Abstract

A general sufficient condition for a continuous cylindrical local martingale on a separable Banach space to be a stochastic integral with respect to a Wiener process is proven.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025707002816

Reference26 articles.

1. On stochastic convolution in banach spaces and applications

2. Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces

3. Mean Square Continuity of Ornstein-Uhlenbeck Processes in Banach Spaces

4. Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise

5. Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

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