Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
Work
Year: 2000
Type: article
Abstract: Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiene... more
Source: Studia Mathematica
Authors Zdzisław Brzeźniak, Jan van Neerven
Cites: 23
Cited by: 71
Related to: 10
FWCI: 2.571
Citation percentile (by year/subfield): 96.53
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze