Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
Keyword(s):
Let H be a separable Hilbert space with inner product (,) and norm ║ ║. We denote by K the set of all linear operators on H. Let be a probability space and suppose we are given a family of σ-fields t≥O such that for O ≤ s ≤ t and .
1971 ◽
Vol 23
(1)
◽
pp. 132-150
◽
1974 ◽
Vol 26
(3)
◽
pp. 565-575
◽
Keyword(s):
1981 ◽
Vol 33
(6)
◽
pp. 1291-1308
◽
2020 ◽
Vol 18
(05)
◽
pp. 2050033
Keyword(s):
1987 ◽
Vol 29
(2)
◽
pp. 245-248
◽
1986 ◽
Vol 29
(2)
◽
pp. 255-261
◽
1990 ◽
Vol 42
(5)
◽
pp. 890-901
◽