Article
Kinematics of stochastic motion in hilbert space
Stochastic Analysis and Applications
Document Type
Article
Publication Date
1-1-1997
Abstract
We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration.
Disciplines
DOI
10.1080/07362999708809492
Rights
© 1997 Marcel Dekker, Inc.
Citation Information
Leszek Gawarecki. "Kinematics of stochastic motion in hilbert space" Stochastic Analysis and Applications Vol. 15 Iss. 4 (1997) p. 503 - 526 ISSN: Print ISSN: 0736-2994 Online ISSN: 1532-9356 Available at: http://works.bepress.com/leszek-gawarecki/3/
This work was supported by ONR Grant: N00014-91-J-1087