{
  "id": "math/0511512",
  "version": "v1",
  "published": "2005-11-21T09:11:51.000Z",
  "updated": "2005-11-21T09:11:51.000Z",
  "title": "Stochastic Integral with respect to Cylindrical Wiener Process",
  "authors": [
    "Anna Karczewska"
  ],
  "comment": "15 pages",
  "journal": "Annales Universitatis Marie Curie-Sklodowska, Sectio A, Mathematica LII 2, 9 (1998) 79-93",
  "categories": [
    "math.PR",
    "math.FA"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-11-21T09:11:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60H30"
    ],
    "keywords": [
      "stochastic integral",
      "infinite dimensional cylindrical wiener process",
      "construction",
      "connection"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math.....11512K"
    }
  }
}