REGULARITY AND CONVERGENCE OF STOCHASTIC CONVOLUTIONS IN DUALS OF NUCLEAR FRECHET SPACES

被引：7

作者：

PEREZABREU, V ^{[1
]}

TUDOR, C ^{[1
]}

机构：

[1] UNIV BUCHAREST, BUCHAREST, ROMANIA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1992年 / 43卷 / 02期

关键词：

NUCLEAR SPACE; STOCHASTIC CONVOLUTION; STOCHASTIC EVOLUTION EQUATION; WEAK CONVERGENCE;

D O I：

10.1016/0047-259X(92)90033-C

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let Φ′ be the strong dual of a nuclear Fréchet space Φ. In this paper we present regularity properties, weak convergence, and convergence in probability and in mean square of Φ′-valued stochastic evolution equations and convolutions with respect to Φ′-valued cadlag martingales. © 1992.

引用

页码：185 / 199

页数：15

共 20 条

[1] INHOMOGENEOUS INFINITE DIMENSIONAL LANGEVIN-EQUATIONS [J].