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A weak stochastic integral in Banach space with application to a linear stochastic differential equation

dc.contributor.authorBerman, Nadaven_US
dc.contributor.authorRoot, William L.en_US
dc.date.accessioned2006-09-11T19:45:22Z
dc.date.available2006-09-11T19:45:22Z
dc.date.issued1983-06en_US
dc.identifier.citationBerman, Nadav; Root, William L.; (1983). "A weak stochastic integral in Banach space with application to a linear stochastic differential equation." Applied Mathematics & Optimization 10(1): 97-125. <http://hdl.handle.net/2027.42/48089>en_US
dc.identifier.issn1432-0606en_US
dc.identifier.issn0095-4616en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/48089
dc.description.abstractCylindrical Wiener processes in real separable Banach spaces are defined, and an approximation theorem involving scalar Wiener processes is given for such processes. A weak stochastic integral for Banach spaces involving a cylindrical Wiener process as integrator and an operator-valued stochastic process as integrand is defined. Basic properties of this integral are stated and proved.en_US
dc.format.extent1528994 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherSpringer-Verlag; Springer-Verlag New York Inc.en_US
dc.subject.otherNumerical and Computational Methodsen_US
dc.subject.otherCalculus of Variations and Optimal Controlen_US
dc.subject.otherSystems Theory, Controlen_US
dc.subject.otherMathematicsen_US
dc.subject.otherMathematical and Computational Physicsen_US
dc.subject.otherOptimizationen_US
dc.subject.otherMathematical Methods in Physicsen_US
dc.titleA weak stochastic integral in Banach space with application to a linear stochastic differential equationen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumAerospace Engineering Department, The University of Michigan, 48109, Ann Arbor, MI, USAen_US
dc.contributor.affiliationotherDepartment of Aeronautical Engineering, Technion, 32000, Haifa, Israelen_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/48089/1/245_2005_Article_BF01448381.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/BF01448381en_US
dc.identifier.sourceApplied Mathematics & Optimizationen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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