Stochastic Integration for Operator Valued Processes on Hilbert Spaces and on Nuclear Spaces. Revision

The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued sqare integrable martingale is given in terms of stochastic integrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued proc...

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Bibliographic Details
Main Authors: Korezlioglu,H, Martias,C
Format: Report
Language:English
Subjects:
HILBERT SPACE
INTEGRALS
INTEGRATION
Martingales
Nuclear spaces
OPERATORS(MATHEMATICS)
PE61102F
Statistics and Probability
STOCHASTIC PROCESSES
WUAFOSR2304A5
Online Access:Request full text
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Summary:The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued sqare integrable martingale is given in terms of stochastic integrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued processes on Hilbert spaces. A new approach is given for the Hilbertian case, so that only the integration of Hilbert-Schmidt operator valued processes is needed to represent square integrable martingales. (Author) Supersedes AD-A158 878.