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)

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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

Tags

DTIC Thesaurus Topics

  • Brownian Motion
  • Construction
  • Covariance
  • Data Science
  • Differential Equations
  • Equations
  • Filtration
  • Hilbert Space
  • Information Science
  • North Carolina
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes
  • Vector Spaces
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space