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Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Published online by Cambridge University Press:  22 January 2016

Hiroshi Kunita
Hiroshi Kunita*
Affiliation:
Mathematical Institute, Nagoya University
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Let H be a separable Hilbert space with inner product (,) and norm ║ ║. We denote by K the set of all linear operators on H. Let be a probability space and suppose we are given a family of σ-fields t≥O such that for O ≤ s ≤ t and .

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 38 , March 1970 , pp. 41 - 52
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1970

References

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