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Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations
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Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations (1984)Girsanov's theorem in Hilbert space and a…Stochastic Integration (1981)Stochastic IntegrationStochastic Integrals Based on Martingales Taking Values in Hilbert Space (1970)Stochastic Integrals Based on…On Square Integrable Martingales (1967)Une formule d'isom�trie pour l'int�grale stochastique hilbertienne et �quations d'�volution lin�aires stochastiques (1975)Generalized solutions of a stochastic partial differential equation (1994)Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces (2005)Adapted solution of a backward semilinear stochastic evolution equation (1991)Continuous martingales and brownian motion (1993)Stochastic McKean-Vlasov equations (1995)
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References

  • 1981Stochastic Integration208 cited
  • 1970Stochastic Integrals Based on Martingales Taking Values in Hilbert Space59 cited

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