| bibtype |
J -
Journal Article
|
| ARLID |
0392394 |
| utime |
20240103202546.1 |
| mtime |
20130920235959.9 |
| WOS |
000345287400014 |
| SCOPUS |
84911990300 |
| DOI |
10.1007/s10959-013-0479-y |
| title
(primary) (eng) |
Weak Characterizations of Stochastic Integrability and Dudley's Theorem in Infinite Dimensions |
| specification |
| page_count |
25 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254080 |
| ISSN |
0894-9840 |
| title
|
Journal of Theoretical Probability |
| volume_id |
27 |
| volume |
4 (2014) |
| page_num |
1350-1374 |
| publisher |
|
|
| keyword |
stochastic integration in Banach spaces |
| keyword |
almost sure limit theorems |
| keyword |
Dudley representation theorem |
| keyword |
universal representation theorem |
| keyword |
weak characterization of stochastic integrability |
| keyword |
Doob representation theorem |
| author
(primary) |
| ARLID |
cav_un_auth*0260292 |
| name1 |
Ondreját |
| name2 |
Martin |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0291737 |
| name1 |
Veraar |
| name2 |
M. |
| country |
NL |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP201/10/0752 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263519 |
|
| abstract
(eng) |
Weak characterizations of stochastic integrability in Banach spaces are presented as well as their limitations. Results in representation theory for random variables in terms of stochastic integrals are exposed, in particular an infinite dimensional version of Dudley’s representation theorem for random variables and an extension of Doob’s representation for martingales. |
| reportyear |
2015 |
| RIV |
BA |
| num_of_auth |
2 |
| mrcbC52 |
4 A 4a 20231122135627.9 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0221744 |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.857 |
| mrcbT16-s |
0.744 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
53.112 |
| mrcbT16-C |
47.951 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q2 |
| arlyear |
2014 |
| mrcbTft |
\nSoubory v repozitáři: ondrejat-0392394.pdf |
| mrcbU14 |
84911990300 SCOPUS |
| mrcbU34 |
000345287400014 WOS |
| mrcbU63 |
cav_un_epca*0254080 Journal of Theoretical Probability 0894-9840 1572-9230 Roč. 27 č. 4 2014 1350 1374 Springer |
|