Bibliografie

Journal Article

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

: Journal of Theoretical Probability vol.27, 4 (2014), p. 1350-1374

: stochastic integration in Banach spaces, almost sure limit theorems, Dudley representation theorem, universal representation theorem, weak characterization of stochastic integrability, Doob representation theorem

: 10.1007/s10959-013-0479-y

: http://library.utia.cas.cz/separaty/2013/SI/ondrejat-0392394.pdf

(eng): 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.

: BA