@article{AIHPB_1972__8_1_9_0, author = {Kannan, D.}, title = {An operator-valued stochastic integral, {II}}, journal = {Annales de l'institut Henri Poincar\'e. Section B. Calcul des probabilit\'es et statistiques}, pages = {9--32}, publisher = {Gauthier-Villars}, volume = {8}, number = {1}, year = {1972}, mrnumber = {321176}, zbl = {0256.60030}, language = {en}, url = {http://archive.numdam.org/item/AIHPB_1972__8_1_9_0/} }
TY - JOUR AU - Kannan, D. TI - An operator-valued stochastic integral, II JO - Annales de l'institut Henri Poincaré. Section B. Calcul des probabilités et statistiques PY - 1972 SP - 9 EP - 32 VL - 8 IS - 1 PB - Gauthier-Villars UR - http://archive.numdam.org/item/AIHPB_1972__8_1_9_0/ LA - en ID - AIHPB_1972__8_1_9_0 ER -
%0 Journal Article %A Kannan, D. %T An operator-valued stochastic integral, II %J Annales de l'institut Henri Poincaré. Section B. Calcul des probabilités et statistiques %D 1972 %P 9-32 %V 8 %N 1 %I Gauthier-Villars %U http://archive.numdam.org/item/AIHPB_1972__8_1_9_0/ %G en %F AIHPB_1972__8_1_9_0
Kannan, D. An operator-valued stochastic integral, II. Annales de l'institut Henri Poincaré. Section B. Calcul des probabilités et statistiques, Tome 8 (1972) no. 1, pp. 9-32. http://archive.numdam.org/item/AIHPB_1972__8_1_9_0/
[1] Random Integral Equations, Academic Press, New York (in press). | MR | Zbl
,[2] Stochastic Processes, John Wiley, New York, 1953. | MR | Zbl
,[3] Linear Operators; Part II, Spectral Theory, John Wiley (Interscience), New York, 1963. | MR | Zbl
and ,[4] Infinite dimensional filtering; the Kalman Bucy filter in Hilbert space. Information and Control, vol. 11, 1967, p. 102-137. | MR | Zbl
,[5] Functional Analysis and Semi-groups. Amer. Math. Soc. Colloq. Pub., vol. 31, 1957. | MR | Zbl
and ,[6] On a formula concerning stochastic differentials. Nagoya Math. J., vol. 3, 1951, p. 55-65. | MR | Zbl
,[7] An operator-valued stochastic integral, Proc. Japan Acad., vol. 47, 1971, p. 472-476. | MR | Zbl
and ,[8] Note on covariance operators of probability measures on a Hilbert space. Proc. Japan Acad., vol. 46, 1970, p. 124-129. | MR | Zbl
and ,[9] Stochastic integrals based on martingales taking values in Hilbert space, Nagoya Math. J., vol. 38, 1970, p. 41-52. | MR | Zbl
,[10] Processus stochastiques et mouvement brownien, Gauthier-Villars, Paris, 1948. | MR | Zbl
,[11] A Theory of Cross-Spaces, Princeton University Press, New Jersey, 1950. | MR | Zbl
,[12] Norm Ideals of Completely Continuous Operators, Springer-Verlag, 1960. | MR | Zbl
,[13] Studies in the theory of Random Processes, Addison-Wesley, Reading, Mass., 1965. | MR | Zbl
,[14] Functional Analysis, Springer-Verlag, 1968.
,