Title

Kinematics of stochastic motion in hilbert space

Document Type

Article

Publication Date

1-1-1997

Publication Title

Stochastic Analysis and Applications

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.

Volume

15

Issue

4

First Page

503

Last Page

526

DOI

10.1080/07362999708809492

ISSN

Print ISSN: 0736-2994 Online ISSN: 1532-9356

Comments

This work was supported by ONR Grant: N00014-91-J-1087

Rights

© 1997 Marcel Dekker, Inc.

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