UNIVERSITY
OF WROCŁAW
 
Main Page
Contents of previous volumes
Forthcoming papers
General Information
Instructions for authors


VOLUMES
39.1 38.2 38.1 37.2 37.1 36.2 36.1
35.2 35.1 34.2 34.1 33.2 33.1 32.2
32.1 31.2 31.1 30.2 30.1 29.2 29.1
28.2 28.1 27.2 27.1 26.2 26.1 25.2
25.1 24.2 24.1 23.2 23.1 22.2 22.1
21.2 21.1 20.2 20.1 19.2 19.1 18.2
18.1 17.2 17.1 16.2 16.1 15 14.2
14.1 13.2 13.1 12.2 12.1 11.2 11.1
10.2 10.1 9.2 9.1 8 7.2 7.1
6.2 6.1 5.2 5.1 4.2 4.1 3.2
3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 7, Fasc. 1,
pages 59 - 75
 

WIENER PROCESSES AND STOCHASTIC INTEGRALS IN A BANACH SPACE

B. I. Mamporia

Abstract: The representations of Wiener process by uniformly convergent series of one-dimensional Gaussian random processes in a separable Banach space are given (Section I). The Ito stochastic integral of an operator-valued random function by a Wiener process in a Banach space is defined (Section III); Section II contains an auxiliary material: there is defined a stochastic integral of a random function with values in the dual space.

The method of the paper is based on the use of the concept of covariance operator.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

Download:    Abstract    Full text   Abstract + References