ISOMETRIC FORMULA FOR HILBERTIAN STOCHASTIC INTEGRAL AND STOCHASTIC LINEAR EVOLUTION EQUATIONS

被引:21
作者
METIVIER, M [1 ]
PISTONE, G [1 ]
机构
[1] UNIV RENNES,CNRS,LAB PROBABIL,BP 25-A,F-35031 RENNES,FRANCE
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1975年 / 33卷 / 01期
关键词
D O I
10.1007/BF00539856
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:1 / 18
页数:18
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METIVIER M, 1974, THEOR PROBAB APPL, V19, P577
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PISTONE G, THESIS U RENNES
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Yosida K, 1968, FUNCTIONAL ANAL, V2, DOI [10.1007/978-3-642-96439-8, DOI 10.1007/978-3-662-11791-0]