| Title | EXTENSION OF STOCHASTIC INTEGRAL IN BANACH SPACE |
| Publication Type | Journal Article |
| Year of Publication | 2009 |
| Authors | ASADIAN, FARIBORZ |
| Secondary Title | Communications in Applied Analysis |
| Volume | 13 |
| Issue | 2 |
| Start Page | 167 |
| Pagination | 180 |
| Date Published | 04/2009 |
| Type of Work | scientific: mathematics |
| ISSN | 1083–2564 |
| AMS | 60H05, 60H07, 60H15 |
| Abstract | The space of distributions on an abstract Wiener space (H, B) is constructed through the second quantification of a self-adjoint unbounded operator on the Cameron-Martin space H. This construction is used to enlarge the domain of the adjoint of the stochastic derivative, thereby generalizing stochastic integration of Hilbert valued processes with respect to a Wiener process in B. We apply this generalization to the study of an abstract stochastic linear system driven by a cylindrical Wiener process.
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| URL | http://www.acadsol.eu/en/articles/13/2/2.pdf |
| Short Title | STOCHASTIC INTEGRATION IN BANACH SPACE |
| Refereed Designation | Refereed |
| Full Text | REFERENCES[1] A. Friedman, Stochastic Differential Equations and Applications, Vol. 1, Academic Press, New York, 1975.
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