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arXiv:math/0511512 [math.PR]AbstractReferencesReviewsResources

Stochastic Integral with respect to Cylindrical Wiener Process

Anna Karczewska

Published 2005-11-21Version 1

This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The connection of the introduced integral with the integral defined by Walsh [9] is provided as well.

Comments: 15 pages
Journal: Annales Universitatis Marie Curie-Sklodowska, Sectio A, Mathematica LII 2, 9 (1998) 79-93
Categories: math.PR, math.FA
Subjects: 60H05, 60H30
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