Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces

Let [Phi]' be the strong dual of a nuclear Fréchet space [Phi]. In this paper we present regularity properties, weak convergence, and convergence in probability and in mean square of [Phi]'-valued stochastic evolution equations and convolutions with respect to [Phi]'-valued cadlag martingales.

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Year of publication:	1992
Authors:	Pérez-Abreu, Victor ; Tudor, Constantin
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 43.1992, 2, p. 185-199
Publisher:	Elsevier
Keywords:	Nuclear space stochastic convolution stochastic evolution equation weak convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221636