STOCHASTIC INTEGRAL IN RELATION TO HILBERT MARTINGALES

被引：0

作者：

METIVIER, M ^{[1
]}

机构：

[1] UNIV RENNES,CNRS,LAB PROB,RENNES 35031,FRANCE

来源：

COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A | 1973年 / 276卷 / 14期

关键词：

D O I：

暂无

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：1009 / 1012

页数：4

共 50 条

[1] STOCHASTIC INTEGRAL-REPRESENTATION OF SOME MARTINGALES
ALHUSSAINI, AN
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1977, 58 (03) : 637 - 646
[2] Extension of a stochastic integral with respect to cylindrical martingales
Gawarecki, L
[J]. STATISTICS & PROBABILITY LETTERS, 1997, 34 (02) : 103 - 111
[3] Fuzzy Stochastic Integral Equations Driven by Martingales
Malinowski, Marek T.
Michta, Mariusz
[J]. NONLINEAR MATHEMATICS FOR UNCERTAINTY AND ITS APPLICATIONS, 2011, 100 : 143 - 150
[4] STOCHASTIC INTEGRALS BASED ON MARTINGALES TAKING VALUES IN HILBERT SPACE
KUNITA, H
[J]. NAGOYA MATHEMATICAL JOURNAL, 1970, 38 : 41 - &
[5] FUNCTIONAL ITO CALCULUS AND STOCHASTIC INTEGRAL REPRESENTATION OF MARTINGALES
Cont, Rama
Fournie, David-Antoine
[J]. ANNALS OF PROBABILITY, 2013, 41 (01): : 109 - 133
[6] ON THE STOCHASTIC INTEGRATION WITH RESPECT TO SQUARE INTEGRABLE HILBERT-VALUED MARTINGALES
ASPERTI, C
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 304 (09): : 241 - 244
[7] Stochastic integral representations of quantum martingales on multiple Fock space
Un Cig Ji
[J]. Proceedings of the Indian Academy of Sciences - Mathematical Sciences, 2006, 116
[8] Stochastic integral representations of quantum martingales on multiple Fock space
Ji, Un Cig
[J]. PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES, 2006, 116 (04): : 489 - 505
[9] Set-Valued Square Integrable Martingales and Stochastic Integral
Li, Shoumei
[J]. COMBINING SOFT COMPUTING AND STATISTICAL METHODS IN DATA ANALYSIS, 2010, 77 : 411 - 417
[10] Set-valued stochastic integral equations driven by martingales
Malinowski, Marek T.
Michta, Mariusz
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2012, 394 (01) : 30 - 47

← 1 2 3 4 5 →