A weak stochastic integral in Banach space with application to a linear stochastic differential equation
dc.contributor.author | Berman, Nadav | en_US |
dc.contributor.author | Root, William L. | en_US |
dc.date.accessioned | 2006-09-11T19:45:22Z | |
dc.date.available | 2006-09-11T19:45:22Z | |
dc.date.issued | 1983-06 | en_US |
dc.identifier.citation | Berman, 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.issn | 1432-0606 | en_US |
dc.identifier.issn | 0095-4616 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/48089 | |
dc.description.abstract | Cylindrical 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.extent | 1528994 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag; Springer-Verlag New York Inc. | en_US |
dc.subject.other | Numerical and Computational Methods | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Systems Theory, Control | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Mathematical and Computational Physics | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Mathematical Methods in Physics | en_US |
dc.title | A weak stochastic integral in Banach space with application to a linear stochastic differential equation | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Aerospace Engineering Department, The University of Michigan, 48109, Ann Arbor, MI, USA | en_US |
dc.contributor.affiliationother | Department of Aeronautical Engineering, Technion, 32000, Haifa, Israel | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/48089/1/245_2005_Article_BF01448381.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/BF01448381 | en_US |
dc.identifier.source | Applied Mathematics & Optimization | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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