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STOCHASTIC INTEGRAL OF PROCESSES TAKING VALUES OF GENERALIZED OPERATORS
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 Title & Authors
STOCHASTIC INTEGRAL OF PROCESSES TAKING VALUES OF GENERALIZED OPERATORS
CHOI, BYOUNG JIN; CHOI, JIN PIL; JI, UN CIG;
 
 Abstract
In this paper, we study the stochastic integral of processes taking values of generalized operators based on a triple E ⊂ H ⊂ E, where H is a Hilbert space, E is a countable Hilbert space and E is the strong dual space of E. For our purpose, we study E-valued Wiener processes and then introduce the stochastic integral of L(E, F)-valued process with respect to an E-valued Wiener process, where F is the strong dual space of another countable Hilbert space F.
 Keywords
countable Hilbert space;Q-Wiener process;generalized operator;stochastic integral;
 Language
English
 Cited by
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