Stochastic integration on nuclear spaces and its applications

S. Ustunel

Annales de l'I.H.P. Probabilités et statistiques (1982)

  • Volume: 18, Issue: 2, page 165-200
  • ISSN: 0246-0203

How to cite

top

Ustunel, S.. "Stochastic integration on nuclear spaces and its applications." Annales de l'I.H.P. Probabilités et statistiques 18.2 (1982): 165-200. <http://eudml.org/doc/77183>.

@article{Ustunel1982,
author = {Ustunel, S.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {nuclear spaces; semimartingales; Feynman-Kac formula},
language = {eng},
number = {2},
pages = {165-200},
publisher = {Gauthier-Villars},
title = {Stochastic integration on nuclear spaces and its applications},
url = {http://eudml.org/doc/77183},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Ustunel, S.
TI - Stochastic integration on nuclear spaces and its applications
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1982
PB - Gauthier-Villars
VL - 18
IS - 2
SP - 165
EP - 200
LA - eng
KW - nuclear spaces; semimartingales; Feynman-Kac formula
UR - http://eudml.org/doc/77183
ER -

References

top
  1. [1] A. Badrikian, Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques. Lect. Notes in Math., t. 139, Springer-Verlag. Berlin-Heidelberg- New York, 1970. Zbl0209.48402MR279271
  2. [2] C. Dellacherie, P.A. Meyer, Probabilités et potentiel, ch. I-IV, Herman, Paris, 1975. Zbl0323.60039MR488194
  3. [3] C. Dellacherie, P.A. Meyer, Probabilités et potentiel, ch. V-VIII, Hermann, Paris, 1980. Zbl0464.60001MR488194
  4. [4] I.M. Gelfand, N. Ya Vilenkin, Generalized Functions, t. 4, Academic Press, New York-London, 1964. 
  5. [5] A. Grothendieck, Produits tensoriels topologiques et espaces nucléaires. Mem. Amer. Math. Soc., t. 16, 1955. Zbl0123.30301MR75539
  6. [6] R.A. Holley and D.W. Stroock, Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions, Publ. RIMS, Kyoto Univ., t. 14, 1978, p. 741-788. Zbl0412.60065MR527199
  7. [7] M. Métivier, Relle und Vektorwertige Quasimartingale und die Theorie der Stochastischen Integration. Lect. Notes in Math., t. 607, Springer-Verlag, Berlin-Heidelberg-New York, 1977. Zbl0364.60006MR651570
  8. [8] Métivier and J. Pellaumail, Stochastic Integration, to appear in Academic Press. Zbl0463.60004MR461663
  9. [9] P.A. Meyer, Un cours sur les intégrales stochastiques. Séminaire de Proba. X, Lect. Notes in Math., t. 511, Springer-Verlag, Berlin-Heidelberg-New York, 1976. Zbl0374.60070MR501332
  10. [10] P.A. Meyer, Notes sur les intégrales stochastiques I, II. Séminaire de Proba XI. Lect. Notes in Math., t. 581, Springer-Verlag, Berlin-Heidelberg-New York, 1977. Zbl0374.60071
  11. [11] A.P. Robertson and W.J. Robertson, Topological Vector Spaces. Cambridge Tracts in Math., t. 53, Cambridge Univ. Press, 1973. Zbl0251.46002MR350361
  12. [12] H.H. Schaefer, Topological Vector Spaces. Graduate Texts in Math, Springer-Verlag, Berlin-Heidelberg-New York, 1970. Zbl0217.16002MR342978
  13. [13] L. Schwartz, Théorie des distributions, Hermann, Paris, 1973. MR209834
  14. [14] L. Schwartz, Radon Measures on Arbitrary Topological Spaces and Cylindrical Measures, Oxford Univ. Press., Oxford-London-New York, 1974. Zbl0298.28001MR426084
  15. [15] O. Smolyanov and S.V. Fomin, Measures on linear topological spaces, Russ. Math. Surveys, t. 31, n° 4, 1976, p. 1-53. Zbl0364.28010
  16. [16] S. Ustunel, Les espaces H1-BMO de martingales hilbertiennes. Notes de Séminaire ENST-CNET II. Processus aléatoires et Applications aux Télécommunications, 1977–1978. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.