Kinematics of stochastic motion in hilbert space

Leszek Gawarecki

doi:10.1080/07362999708809492

Kinematics of stochastic motion in hilbert space

Leszek Gawarecki

Kettering University

Research output: Contribution to journal › Article › peer-review

Abstract

We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration.

Original language	American English
Journal	Stochastic Analysis and Applications
Volume	15
DOIs	https://doi.org/10.1080/07362999708809492
State	Published - Jan 1 1997

Disciplines

Mathematics

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title = "Kinematics of stochastic motion in hilbert space",

abstract = " We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration.",

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language = "American English",

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AU - Gawarecki, Leszek

PY - 1997/1/1

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AB - We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration.

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DO - 10.1080/07362999708809492

M3 - Article

VL - 15

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

ER -

Kinematics of stochastic motion in hilbert space

Abstract

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