A weak stochastic integral in Banach space with application to a linear stochastic differential equation
نویسندگان
چکیده
منابع مشابه
A Weak Stochastic Integral in Banach Space with Application to a Linear Stochastic Differential Equation*
Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theorem involving scalar Wiener processes is given for such processes. A weak stochastic integral for Banach spaces involving a cylindrical Wiener process as integrator and an operator-valued stochastic process as integrand is defined. Basic properties of this integral are stated and proved. A class o...
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ژورنال
عنوان ژورنال: Applied Mathematics & Optimization
سال: 1983
ISSN: 0095-4616,1432-0606
DOI: 10.1007/bf01448381