Geodesic
Normalized stochastic integrals in topological vector spaces
Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 137-165.

Voir la notice de l'acte provenant de la source Numdam

@article{SPS_1998__32__137_0,
     author = {Mikulevicius, Remigijus and Rozovskii, Boris L.},
     title = {Normalized stochastic integrals in topological vector spaces},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {137--165},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {32},
     year = {1998},
     mrnumber = {1655149},
     zbl = {0910.60041},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SPS_1998__32__137_0/}
}
TY  - JOUR
AU  - Mikulevicius, Remigijus
AU  - Rozovskii, Boris L.
TI  - Normalized stochastic integrals in topological vector spaces
JO  - Séminaire de probabilités de Strasbourg
PY  - 1998
SP  - 137
EP  - 165
VL  - 32
PB  - Springer - Lecture Notes in Mathematics
UR  - http://geodesic.mathdoc.fr/item/SPS_1998__32__137_0/
LA  - en
ID  - SPS_1998__32__137_0
ER  - 
%0 Journal Article
%A Mikulevicius, Remigijus
%A Rozovskii, Boris L.
%T Normalized stochastic integrals in topological vector spaces
%J Séminaire de probabilités de Strasbourg
%D 1998
%P 137-165
%V 32
%I Springer - Lecture Notes in Mathematics
%U http://geodesic.mathdoc.fr/item/SPS_1998__32__137_0/
%G en
%F SPS_1998__32__137_0
Mikulevicius, Remigijus; Rozovskii, Boris L. Normalized stochastic integrals in topological vector spaces. Séminaire de probabilités de Strasbourg, Tome 32 (1998), pp. 137-165. http://geodesic.mathdoc.fr/item/SPS_1998__32__137_0/

1. Daletskii, Yu.L., "Infinite dimensional elliptic operators and parabolic equations connected with them," Uspekhi Mat. Nauk, Translations, Russ. Math. Surveys, 22, 1967, pp. 1-53. | Zbl | MR

2. Detweiler, E., "Banach space valued processes with independent increments and stochastic integration," In: Probability in Banach Spaces IV, Proceedings, Oberwolfach 1982, Lecture Notes in Math. 990, Berlin-Heidelberg-New York, Springer, pp. 54-83. | Zbl | MR

3. Dunford, N. and Schwartz, J.T., Linear Operators, 1, Interscience Publishers, New York, 1958. | Zbl | MR

4. Gihman, I.I. and Skorohod, A.V., Stochastic Differential Equations, Springer Verlag, 1972. | Zbl | MR

5. Grigelionis, B. and Mikulevicius, R., "Stochastic evolution equations and derivatives of the conditional distributions," Lecture Notes in Control and Inf. Sci., 49, 1983, pp. 43-86. | Zbl | MR

6. Gyöngi, I. and Krylov, N.V. "On stochastic equations with respect to semimartingales I," Stochastics, 4(1), 1980, pp. 1-21. | Zbl | MR

7. Gyöngi, I. and Krylov, N.V., "On stochastic equations with respect to semimartingles II., "Stochastics, 6(3-4), 1982, pp. 153-173. | Zbl | MR

8. Jacod, J., "Calcul Stochastique et Problèmes de Martingales," Lecture Notes in Math., 714, Springer-Verlag, Berlin, 1979. | Zbl | MR

9. Korezlioglu, H., "Stochastic integration for operator valued processes on Hilbert spaces and on nuclear spaces," Stochastics, 24, 1988, pp. 171-213. | Zbl | MR

10. Krylov, N.V. and Rozovskii, B.L., "Stochastic evolution systems," J. Soviet Math., 16, 1981, pp. 1233-1276. | Zbl

11. Kunita, H., 'Stochastic Flows and Stochastic Differential Equations, Cambridge University Press, Cambridge, 1990. | Zbl | MR

12. Kunita, H., "Stochastic integrals based on martingales taking values in Hilbert space," Nagoya Math. J., 38, 1970, pp. 41-52. | Zbl | MR

13. Liptser, R.S. and Shiryaev, A.N., Statistics of Random Processes I, Springer-Verlag, Berlin, 1977. | Zbl

14. Meyer, P.A., "Notes sur les intégrales stochastiques I. Intégrales hilbertiennes," Séminaire de Proba XI, Lecture Notes in Math, 581, 1977, pp. 446-463. | Zbl | MR | mathdoc-id

15. Métivier, M. and Pistone, G. "Une formule d'isométrie pour l'intégrale stochastique hilbertienne et équations d'évolution linéaires stochastiques," Zeitschrift Wahrscheinlichkeitstheorie, 33, 1975, pp. 1-18. | Zbl | MR

16. Métivier, M. and Pellaumail, J., Stochastic Integration, Academic Press, 1980. | Zbl | MR

17. Métivier, M., Stochastic Partial Differential Equations in Infinite Dimensional Spaces, Scuola Normale Superiore, Pisa, 1988. | Zbl | MR

18. Mikulevicius, R. and Rozovskii, B.L., "Uniqueness and absolute continuity of weak solutions for parabolic SPDE's, "Acta Appl. Math., 35, 1994, pp. 179-192. | Zbl | MR

19. Mikulevicius, R. and Rozovskii, B.L., "Martingale Problems for Stochastic PDE's", In: "Stochastic Partial Differential Equations. Six Perspectives " R. Carmona and B.L. Rozovskii Ed., AMS, Mathematical Surveys and Monographs series, 1998 (to appear). | Zbl | MR

20. Rozovskii, B., Stochastic Evolution Systems, Kluwer Academic Publishers, Dordrecht, 1990. | Zbl | MR

21. Schwartz, L., "Sous-espaces hilbertiens d'espaces vectoriels topologiques et noyaux associés (noyaux reproduisants)," Journal d'Analyse Math., 13, 1964, pp. 115-256. | Zbl | MR

22. Walsh, J.B., "An introduction to partial differential equations," Ecole d'Eté de Probabilités de Saint-Flour XIV, 1984, Lecture Notes in Math., 1180, 1986, pp. 265-439. | Zbl | MR