Weak Characterizations of Stochastic Integrability and Dudley's Theorem in Infinite Dimensions

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00392394" target="_blank" >RIV/67985556:_____/14:00392394 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s10959-013-0479-y" target="_blank" >http://dx.doi.org/10.1007/s10959-013-0479-y</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10959-013-0479-y" target="_blank" >10.1007/s10959-013-0479-y</a>

Result language

angličtina

Original language name

Weak Characterizations of Stochastic Integrability and Dudley's Theorem in Infinite Dimensions

Original language description

Weak characterizations of stochastic integrability in Banach spaces are presented as well as their limitations. Results in representation theory for random variables in terms of stochastic integrals are exposed, in particular an infinite dimensional version of Dudley?s representation theorem for random variables and an extension of Doob?s representation for martingales.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GAP201%2F10%2F0752" target="_blank" >GAP201/10/0752: Stochastic Space-Time Systems</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of Theoretical Probability

ISSN

0894-9840

e-ISSN

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Volume of the periodical

27

Issue of the periodical within the volume

4

Country of publishing house

DE - GERMANY

Number of pages

25

Pages from-to

1350-1374

UT code for WoS article

000345287400014

EID of the result in the Scopus database

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