AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic integral introduced in Berger and Mizel (1982). The condition and the integral are expressed in terms of the differentiation operator on the Wiener space and its dual
AbstractA stochastic integral with respect to a generalized, i.e., not necessarily time-homogeneous,...
Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theor...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
We give a sufficient condition for existence of the nonadapted extension of the stochastic integral ...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Let W(t, ω) be the Wiener process on an abstract Wiener space (i, H, B) corresponding to the canonic...
AbstractFor a one-parameter process of the form Xt=X0+∫t0φsdWs+∫t0ψsds, where W is a Wiener process ...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
AbstractA stochastic integral with respect to a generalized, i.e., not necessarily time-homogeneous,...
AbstractIto's definition of the stochastic integral with respect to a Wiener process in the dual of ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
AbstractIn this work we construct projections and dual projections with respect to the past of the W...
AbstractIntegrals of the form ∞ƒ(x) dψ (x, w(x)) are defined for nonanticipating processes f with re...
AbstractLet F be a square integrable random variable on the classical Wiener space and let us denote...
This thesis is concerned with a theory of stochastic integration in Banach spaces and applications i...
AbstractA stochastic integral with respect to a generalized, i.e., not necessarily time-homogeneous,...
Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theor...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
We give a sufficient condition for existence of the nonadapted extension of the stochastic integral ...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Let W(t, ω) be the Wiener process on an abstract Wiener space (i, H, B) corresponding to the canonic...
AbstractFor a one-parameter process of the form Xt=X0+∫t0φsdWs+∫t0ψsds, where W is a Wiener process ...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
AbstractA stochastic integral with respect to a generalized, i.e., not necessarily time-homogeneous,...
AbstractIto's definition of the stochastic integral with respect to a Wiener process in the dual of ...
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
AbstractIn this work we construct projections and dual projections with respect to the past of the W...
AbstractIntegrals of the form ∞ƒ(x) dψ (x, w(x)) are defined for nonanticipating processes f with re...
AbstractLet F be a square integrable random variable on the classical Wiener space and let us denote...
This thesis is concerned with a theory of stochastic integration in Banach spaces and applications i...
AbstractA stochastic integral with respect to a generalized, i.e., not necessarily time-homogeneous,...
Cylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theor...
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hi...
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