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An ito formula for processes with values in an abstract Wiener space

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1316)

Keywords

  • Separable Banach Space
  • Stochastic Integral
  • Wiener Space
  • Wiener Measure
  • Brownian Sheet

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References

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© 1988 Springer-Verlag

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Korezlioglu, H., Ustunel, A.S. (1988). An ito formula for processes with values in an abstract Wiener space. In: Korezlioglu, H., Ustunel, A.S. (eds) Stochastic Analysis and Related Topics. Lecture Notes in Mathematics, vol 1316. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0081933

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  • DOI: https://doi.org/10.1007/BFb0081933

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19315-9

  • Online ISBN: 978-3-540-39186-9

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