| 摘要: |
| 本文研究了算子值过程关于Gel'fand三元组E(C)H(C)E*上Lévy过程的随机积分.利用再生核Hilbert空间上柱Lévy过程的随机积分,定义一类算子值过程关于E*-值Lévy过程的随机积分. |
| 关键词: Gel'fand三元组 Lévy过程 随机积分 再生核Hilbert空间 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:Supported by National Natural Science Foundation of China(10571065) |
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| STOCHASTIC INTEGRATION FOR L(E)VY PROCESSES ON GEL'FAND TRIPLE |
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L Xue-bin,WAN Jian-ping
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L(U) Xue-bin,WAN Jian-ping
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| Abstract: |
| In this article, we investigate stochastic integrals for operator-valued processes with respect to Lévy processes on Gel'fand triple E (C) H (C) E*. By virtue of stochastic integral with respect to cylindrical Lévy process on its reproducing kernel Hilbert space, we define stochastic integral for a class of operator-valued processes with respe ct to E*-valued Lévy process. |
| Key words: Gel'fand triple Lévy processes stochastic integral reproducing kernel Hilbert space |
