Stochastic Integration for Operator Valued Processes on Hilbert Spaces and on Nuclear Spaces. Revision.
Abstract
The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued sqare integrable martingale is given in terms of stochastic integrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued processes on Hilbert spaces. A new approach is given for the Hilbertian case, so that only the integration of Hilbert-Schmidt operator valued processes is needed to represent square integrable martingales. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1986
- Accession Number
- ADA168501
Entities
People
- C. Martias
- H. Korezlioglu
Organizations
- University of North Carolina at Chapel Hill