Cylindrical Wiener processes

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dc.creatorRiedle, Markus
dc.date2008-02-15
dc.date.accessioned2026-07-07T09:21:14Z
dc.date.available2026-07-07T09:21:14Z
dc.descriptionIn this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward extension of the real-valued situation. We apply this definition to introduce a stochastic integral with respect to cylindrical Wiener processes. Again, this definition is a straightforward extension of the real-valued situation which results now in simple conditions on the integrand. In particular, we do not have to put any geometric constraints on the Banach space under consideration. Finally, we relate this integral to well-known stochastic integrals in literature.
dc.identifierhttps://arxiv.org/abs/0802.2261
dc.identifierhttp://arxiv.org/abs/0802.2261
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/154953
dc.subjectProbability
dc.subject60G20; 60G15; 60G07; 60H15
dc.titleCylindrical Wiener processes
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