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

Pérez-Abreu, Vi­ctor and Constantin Tudor

Journal of Multivariate Analysis, 1992, vol. 43, issue 2, 185-199

Abstract: 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.

Keywords: Nuclear; space; stochastic; convolution; stochastic; evolution; equation; weak; convergence (search for similar items in EconPapers)
Date: 1992
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