Keywords
- Hilbert Space
- Wiener Process
- Mild Solution
- Iterate Logarithm
- Stochastic Integral
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References
Arnold, L. The loglog law for multidimensional stochastic integrals and diffusion processes Bull. of the Australian Math. Soc. 5 (1971) p. 351–356
Arnold, L.; Curtain, R. F.; Kotelenez, P. Nonlinear stochastic evolution equations in Hilbert space Forschungsschwerpunkt Dynamische Systeme Universität Bremen, Report Nr. 17 (1980)
Chojnowska-Michalik, A. Stochastic differential equations in Hilbert spaces and their applications Ph. D. thesis, Institute of Mathematics, Polish Academy of Science, Warsaw 1976
Curtain, R. F.; Falb, P. L. Itô's lemma in infinite dimensions J. Math. Analysis Appl. 31, No. 2, 1970, 434–448
Curtain, R. F.; Pritchard, A. J. Infinite dimensional linear system theory Lecture notes in control and information sciences Vol. 8, Springer-Verlag Berlin-Heidelberg-New York 1978
Kotelenez, P.; Curtain, R. F. Local behaviour of Hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations Forschungsschwerpunkt Dynamische Systeme Universität Bremen, Report Nr. 21 (1980)
Kuelbs, J.; LePage, R. The law of the iterated logarithm for Brownian motion in a Banach space Trans. Amer. Math. Soc. 1973, 185, 253–264
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© 1981 Springer-Verlag
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Kotelenez, P. (1981). Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088740
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DOI: https://doi.org/10.1007/BFb0088740
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