scholarly journals Stochastic Integration in Abstract Spaces

2010 ◽  
Vol 2010 ◽  
pp. 1-7
Author(s):  
J. K. Brooks ◽  
J. T. Kozinski
Keyword(s):  
Stochastic Integral ◽  
Nuclear Space ◽  
Locally Convex Spaces ◽  
Stochastic Integration ◽  
Predictable Process ◽  
Bilinear Mapping ◽  
Integrable Martingale ◽  
Nuclear Spaces ◽  
Abstract Spaces ◽  
Locally Convex

We establish the existence of a stochastic integral in a nuclear space setting as follows. Let , , and be nuclear spaces which satisfy the following conditions: the spaces are reflexive, complete, bornological spaces such that their strong duals also satisfy these conditions. Assume that there is a continuous bilinear mapping of into . If is an integrable, -valued predictable process and is an -valued square integrable martingale, then there exists a -valued process called the stochastic integral. The Lebesgue space of these integrable processes is studied and convergence theorems are given. Extensions to general locally convex spaces are presented.

Nuclear Spaces of Generalized Test Functions

1973 ◽  
Vol 16 (2) ◽  
pp. 269-273 ◽  
Author(s):  
H. Millington
Keyword(s):  
Distribution Theory ◽  
Locally Convex Spaces ◽  
Test Functions ◽  
Nuclear Spaces ◽  
Locally Convex ◽  
Convex Spaces

It is well known that a large proportion of the locally convex spaces encountered in distribution theory are nuclear (Grothendieck [4], Treves [10], Schaeffer [8].) In [1] Beurling introduced spaces of test functions more general than those previously used. In this paper we shall show that many of these spaces, and resulting spaces of distributions, are also nuclear spaces.

Mackey Continuity of Characteristic Functionals

2002 ◽  
Vol 9 (1) ◽  
pp. 83-112
Author(s):  
S. Kwapień ◽  
V. Tarieladze
Keyword(s):  
Product Space ◽  
Locally Convex Space ◽  
Inner Product ◽  
Nuclear Space ◽  
Probability Measures ◽  
Linear Kernel ◽  
Characteristic Functional ◽  
Initial Space ◽  
Radon Probability Measure ◽  
Locally Convex

Abstract Problems of the Mackey-continuity of characteristic functionals and the localization of linear kernels of Radon probability measures in locally convex spaces are investigated. First the class of spaces is described, for which the continuity takes place. Then it is shown that in a non-complete sigmacompact inner product space, as well as in a non-complete sigma-compact metizable nuclear space, there may exist a Radon probability measure having a non-continuous characteristic functional in the Mackey topology and a linear kernel not contained in the initial space. Similar problems for moment forms and higher order kernels are also touched upon. Finally, a new proof of the result due to Chr. Borell is given, which asserts that any Gaussian Radon measure on an arbitrary Hausdorff locally convex space has the Mackey-continuous characteristic functional.

scholarly journals Extending Edgar's ordering to locally convex spaces

1992 ◽  
Vol 34 (2) ◽  
pp. 175-188
Author(s):  
Neill Robertson
Keyword(s):  
Convex Space ◽  
Dual Pair ◽  
Locally Convex Space ◽  
Vector Spaces ◽  
Locally Convex Spaces ◽  
Continuous Linear ◽  
Linear Functionals ◽  
Hausdorff Topological Vector Space ◽  
Locally Convex ◽  
Mackey Topologies

By the term “locally convex space”, we mean a locally convex Hausdorff topological vector space (see [17]). We shall denote the algebraic dual of a locally convex space E by E*, and its topological dual by E′. It is convenient to think of the elements of E as being linear functionals on E′, so that E can be identified with a subspace of E′*. The adjoint of a continuous linear map T:E→F will be denoted by T′:F′→E′. If 〈E, F〈 is a dual pair of vector spaces, then we shall denote the corresponding weak, strong and Mackey topologies on E by α(E, F), β(E, F) and μ(E, F) respectively.

Some criteria for nuclearity

1986 ◽  
Vol 100 (1) ◽  
pp. 151-159 ◽  
Author(s):  
M. A. Sofi
Keyword(s):  
Sequence Space ◽  
Convex Space ◽  
Locally Convex Space ◽  
Sequence Spaces ◽  
Bilinear Forms ◽  
Simple Formulation ◽  
Normal Topology ◽  
Nuclear Spaces ◽  
Locally Convex

For a given locally convex space, it is always of interest to find conditions for its nuclearity. Well known results of this kind – by now already familiar – involve the use of tensor products, diametral dimension, bilinear forms, generalized sequence spaces and a host of other devices for the characterization of nuclear spaces (see [9]). However, it turns out, these nuclearity criteria are amenable to a particularly simple formulation in the setting of certain sequence spaces; an elegant example is provided by the so-called Grothendieck–Pietsch (GP, for short) criterion for nuclearity of a sequence space (in its normal topology) in terms of the summability of certain numerical sequences.

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