Buscar
Mostrando ítems 1-4 de 4
Regularization of cylindrical processes in locally convex Spaces
(2020-12-15)
Let Φ be a locally convex space and let Φ′ denote its strong dual. In this paper, we introduce sufficient conditions for the existence of a continuous or a càdlàg Φ′-valued version to a cylindrical process defined on Φ′. ...
Semimartingales on Duals of Nuclear Spaces
(2020-03-26)
This work is devoted to the study of semimartingales on the dual of a general nuclear space. We start by establishing conditions for a cylindrical semimartingale in the strong dual Φ′ of a nuclear space Φ to have a Φ′-valued ...
Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
(2021)
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces.
The integral is constructed via the ...
Stochastic Integration With Respect to Cylindrical Semimartingales
(2021)
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space Φ. Our construction of the stochastic integral is based on the theory of ...