Integrals related to stationary processes and cylindrical martingales
Annales de l'I.H.P. Probabilités et statistiques (1979)
- Volume: 15, Issue: 2, page 127-146
- ISSN: 0246-0203
Access Full Article
topHow to cite
topReferences
top- [Bar] R.G. Bartle, A general bilinear vector integral. Studia Math., t. 15, 1956, p. 337-352. Zbl0070.28102MR80721
- [ChW1] S.A. Chobanyan and A. Weron, Stationary processes in pseudo-Hilbertian space (in Russian), Bull. Acad. Polon., t. 21, 1973, p. 847-854. Zbl0269.60034
- [ChW2] S.A. Chobanyan and A. Weron, Banach space valued stationary processes and their linear prediction. Dissertationes Math., t. 125, 1975, p. 1-45. Zbl0342.60031MR451373
- [Dou] R.G. Douglas, On factoring positive operator functions. J. Math. Mech., t. 16, 1966, p. 119-126. Zbl0149.09901MR209887
- [DuS] N. Dunford and J.T. Schwartz, Linear operators. Part. 1. Intersciences Publishers, 1967. Zbl0084.10402
- [Loy] R.M. Loynes, Linear operator in Vh-spaces, Trans. Amer. Math. Soc., t. 116, 1965, p. 167-180. Zbl0138.39103MR192359
- [Mas] V. Mandrekar and H. Salehi, The square integrability of operator-valued functions with respect to a non-negative operator valued measure and the Kolmogorov isomorphism theorem. Indiana University Mathematical Journal. vol. 20, n° 6, December 1970. Zbl0252.46040MR267069
- [Mas] P. Masani, Quasi isometric measures and their applications. Bull. Amer. Math. Soc., vol. 76, n° 3, 1970. Zbl0207.44001MR259062
- [Met1] M. Metivier, Integration with respect to processes of linear fonctionnals. Séminaire de Probabilité de Rennes, 1975.
- [Met2] M. Metivier, Cylindrical martingales and stochastic integrals. Lecture on the conference. Probability Theory on vector spaces. Trzebieszowice, 1977 (non published).
- [MeP1] M. Metivier and J. Pellaumail, Cylindrical stochastic integral. Séminaire de Rennes, 1976.
- [MeP2] M. Metivier and J. Pellaumail, A basic course on stochastic integration. Séminaire de Rennes, 1978.
- [Pel] J. Pellaumail, Sur la dérivation d'une mesure vectorielle. Bull. Soc. Math. France, t. 98, 1970, p. 305-318. Zbl0193.43003MR276431
- [Tre] F. Treves, Topological vector spaces, distributions and kernels. Academic Press, 1967. Zbl0171.10402MR225131
- [Wel] J.N. Welsh, Constructions of the Hilbert space L2,M for operator measures. Proc. Symp. on vector and Operator measures. A. Utah, 1972.
- [Wer1] A. Weron, Prediction theory in Banach spaces. Lecture Notes in Math., vol. 472, 1975, p. 207-227. Zbl0314.60032MR394849
- [Wer2] A. Weron, Remarks on positive-definite operator valued functions in Banach spaces. Bull. Acad. Polon., t. 24, 1976, p. 873-876. Zbl0343.47002MR433233
- [Wer3] A. Weron, Second order stochastic processes and the dilation theory in Banach spaces (to appear). Zbl0445.60010MR575174
- [Yos] K. Yosida, Functionnal analysis. Second printing, Springer Verlag, 1966.