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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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:43:y:1992:i:2:p:185-199
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