Multiple Wiener Integrals and Nonlinear Functionals of a Nuclear Space Valued Wiener Process.
Abstract
Let phi be the dual of a Countably Hilbert nuclear space and W sub t be a phi-Wiener process. This work constructs stochastic integrals and multiple Wiener integrals of operator valued processes with respect to W sub t. The Wiener decomposition of the space of phi-valued nonlinear functionals of W sub t is established. Also obtained are multiple stochastic integral expansions and representations of phi-valued nonlinear functionals of W sub t operator valued stochastic integrals of Ito type. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1986
- Accession Number
- ADA177227
Entities
People
- Victor Perez-abreu
Organizations
- University of North Carolina at Chapel Hill