Stochastic Integral with respect to Cylindrical Wiener Process

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dc.creatorKarczewska, Anna
dc.date2005-11-21
dc.date.accessioned2026-07-07T06:51:32Z
dc.date.available2026-07-07T06:51:32Z
dc.descriptionThis paper is devoted to a construction of the stochastic Itô integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The connection of the introduced integral with the integral defined by Walsh [9] is provided as well.
dc.description15 pages
dc.identifierhttps://arxiv.org/abs/math/0511512
dc.identifierhttp://arxiv.org/abs/math/0511512
dc.identifierAnnales Universitatis Marie Curie-Sklodowska, Sectio A, Mathematica LII 2, 9 (1998) 79-93
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/105014
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subject60H05; 60H30
dc.titleStochastic Integral with respect to Cylindrical Wiener Process
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