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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국전산응용수학회 Journal of applied mathematics & informatics Journal of applied mathematics & informatics 제34권 제1호
- 발행연도
- 2016.1
- 수록면
- 167 - 178 (12page)
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In this paper, we study the stochastic integral of processes taking values of generalized operators based on a triple E ⊂ H ⊂ E<sup>？</sup>, where H is a Hilbert space, E is a countable Hilbert space and E<sup>？</sup> is the strong dual space of E. For our purpose, we study E-valued Wiener processes and then introduce the stochastic integral of L(E, F<sup>？</sup>)-valued process with respect to an E-valued Wiener process, where F<sup>？</sup> is the strong dual space of another countable Hilbert space F.
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참고문헌 (13)
참고문헌 신청
S. Albeverio / 2005 / Stochastic integrals and the L evy-It^o decomposition theorem on separable Banach space / Stoch. Anal. and Appl 23:217~253
D. Applebaum / 2006 / Matingale-valued measure, Ornstein-Uhlenbeck process with jump and op-erator self-decomposabliity in Hilbert space / Lecture Notes in Math 1874:173~198
R.F. Curtain / 1970 / Ito's lemma in in nite dimensions / J. Math. Anal. Appl 31:434~448
G. Da Prato / 1992 / Stochastic Equations in In nite Dimensions / Cambridge University Press
E. Dettweiler / 1982 / Banach space valued processes with independent increments and stochastic integration, in "Probability in Banach spaces IV" / Lecture Notes in Math 990:54~83
D. Applebaum / 2006 / Matingale-valued measure, Ornstein-Uhlenbeck process with jump and op-erator self-decomposabliity in Hilbert space / Lecture Notes in Math 1874:173~198
R.F. Curtain / 1970 / Ito's lemma in in nite dimensions / J. Math. Anal. Appl 31:434~448
G. Da Prato / 1992 / Stochastic Equations in In nite Dimensions / Cambridge University Press
E. Dettweiler / 1982 / Banach space valued processes with independent increments and stochastic integration, in "Probability in Banach spaces IV" / Lecture Notes in Math 990:54~83
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