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Stochastic integrals based on martingales taking values in Hilbert space. (English) Zbl 0234.60071


MSC:

60H05 Stochastic integrals
60G44 Martingales with continuous parameter
Full Text: DOI

References:

[1] Illinois J. Math. 1 pp 217– (1957)
[2] Nagoya Math. J. 30 pp 209– (1967) · Zbl 0167.46602 · doi:10.1017/S0027763000012484
[3] Probability and potentials (1966) · Zbl 0138.10401
[4] Lecture notes in Math. (1967)
[5] Uspekhi Mate. Nauk. 22 (1967)
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