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Ito’s lemma in infinite dimensions. (English) Zbl 0233.60051


MSC:

60H05 Stochastic integrals
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References:

[1] Cabana, E., Stochastic Integration in Separable Hilbert Spaces, Publ. Inst. de Matematica y Estadistica, Uruguay, IV, 49-79 (1966) · Zbl 0154.18702
[2] Curtain, R. F., Stochastic Differential Equations in a Hilbert Space, (Thesis (1969), Brown University) · Zbl 1122.93325
[3] Doob, J. L., Stochastic Processes (1953), Wiley: Wiley New York · Zbl 0053.26802
[4] Falb, P. L., Infinite dimensional filtering: The Kalman-Bucy filter in Hilbert space, Information and Control, 11, 102-137 (1967) · Zbl 0178.18902
[5] Gikhman, I. I.; Skorokhod, A. V., Introduction to the Theory of Random Processes (1965), Izd.-vo “Nauka”: Izd.-vo “Nauka” Moscow, (Russ.) · Zbl 0132.37902
[6] Kato, T., Perturbation Theory for Linear Operators (1966), Springer-Verlag: Springer-Verlag Berlin · Zbl 0148.12601
[7] Scalora, F. S., Abstract Martingale Convergence Theorems, Pacific J. Math., 11, 347-374 (1961) · Zbl 0114.07702
[8] Skorokhod, A. V., Studies in the Theory of Random Processes (1965), Addison-Wesley: Addison-Wesley Reading, Mass · Zbl 0146.37701
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