An operator-valued stochastic integral, II

D. Kannan

Annales de l'I.H.P. Probabilités et statistiques (1972)

  • Volume: 8, Issue: 1, page 9-32
  • ISSN: 0246-0203

How to cite

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Kannan, D.. "An operator-valued stochastic integral, II." Annales de l'I.H.P. Probabilités et statistiques 8.1 (1972): 9-32. <http://eudml.org/doc/76949>.

@article{Kannan1972,
author = {Kannan, D.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {1},
pages = {9-32},
publisher = {Gauthier-Villars},
title = {An operator-valued stochastic integral, II},
url = {http://eudml.org/doc/76949},
volume = {8},
year = {1972},
}

TY - JOUR
AU - Kannan, D.
TI - An operator-valued stochastic integral, II
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1972
PB - Gauthier-Villars
VL - 8
IS - 1
SP - 9
EP - 32
LA - eng
UR - http://eudml.org/doc/76949
ER -

References

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  1. [1] A.T. Bharucha-Reid, Random Integral Equations, Academic Press, New York (in press). Zbl0327.60040MR443086
  2. [2] J.L. Doob, Stochastic Processes, John Wiley, New York, 1953. Zbl0053.26802MR58896
  3. [3] N. Dunford and J.T. Schwartz, Linear Operators; Part II, Spectral Theory, John Wiley (Interscience), New York, 1963. Zbl0128.34803MR1009163
  4. [4] P.L. Falb, Infinite dimensional filtering; the Kalman Bucy filter in Hilbert space. Information and Control, vol. 11, 1967, p. 102-137. Zbl0178.18902MR226958
  5. [5] E. Hille and R.S. Phillips, Functional Analysis and Semi-groups. Amer. Math. Soc. Colloq. Pub., vol. 31, 1957. Zbl0078.10004MR89373
  6. [6] K. Itô, On a formula concerning stochastic differentials. Nagoya Math. J., vol. 3, 1951, p. 55-65. Zbl0045.07603MR44063
  7. [7] D. Kannan and A.T. Bharucha-Reid, An operator-valued stochastic integral, Proc. Japan Acad., vol. 47, 1971, p. 472-476. Zbl0256.60029MR303604
  8. [8] D. Kannan and A.T. Bharucha-Reid, Note on covariance operators of probability measures on a Hilbert space. Proc. Japan Acad., vol. 46, 1970, p. 124-129. Zbl0208.43501MR283838
  9. [9] H. Kunita, Stochastic integrals based on martingales taking values in Hilbert space, Nagoya Math. J., vol. 38, 1970, p. 41-52. Zbl0234.60071MR264754
  10. [10] P. Levy, Processus stochastiques et mouvement brownien, Gauthier-Villars, Paris, 1948. Zbl0034.22603MR190953
  11. [11] R. Schatten, A Theory of Cross-Spaces, Princeton University Press, New Jersey, 1950. Zbl0041.43502MR36935
  12. [12] R. Schatten, Norm Ideals of Completely Continuous Operators, Springer-Verlag, 1960. Zbl0090.09402MR119112
  13. [13] A.V. Skorokhod, Studies in the theory of Random Processes, Addison-Wesley, Reading, Mass., 1965. Zbl0146.37701MR185620
  14. [14] K. Yoshida, Functional Analysis, Springer-Verlag, 1968. 

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