数学物理学报(英文版) ›› 1993, Vol. 13 ›› Issue (1): 89-98.

• 论文 • 上一篇    下一篇

WEAK STOCHASTIC INTEGRALS WITH RESPECT TO THE WIENER D'-PROCESSES

吴奖伦   

  1. Dept. of Math, Wuhan Univ., Wuhan 430072, China
  • 收稿日期:1991-10-04 出版日期:1993-03-25 发布日期:1993-03-25

WEAK STOCHASTIC INTEGRALS WITH RESPECT TO THE WIENER D'-PROCESSES

Wu Jianglun   

  1. Dept. of Math, Wuhan Univ., Wuhan 430072, China
  • Received:1991-10-04 Online:1993-03-25 Published:1993-03-25

摘要: Assume that D is a nuclear space and D' its strong topological dual space. Let {Bt}t∈(0,∞) be a Wiener D'-process. In this paper, the real-valued and D'-valued weak stochastic integral with respect to {Bt} are established.

Abstract: Assume that D is a nuclear space and D' its strong topological dual space. Let {Bt}t∈(0,∞) be a Wiener D'-process. In this paper, the real-valued and D'-valued weak stochastic integral with respect to {Bt} are established.