Ito's lemma in infinite dimensions
- 1 August 1970
- journal article
- Published by Elsevier BV in Journal of Mathematical Analysis and Applications
- Vol. 31 (2), 434-448
- https://doi.org/10.1016/0022-247x(70)90037-5
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert spaceInformation and Control, 1967
- Abstract martingale convergence theoremsPacific Journal of Mathematics, 1961