RUS  ENG
Full version
JOURNALS // Matematicheskii Sbornik // Archive

Mat. Sb., 2006 Volume 197, Number 9, Pages 19–42 (Mi sm3534)

This article is cited in 1 paper

Localization of the extended stochastic integral

A. M. Gomilkoa, A. A. Dorogovtsevb

a Kyiv National University of Trade and Economics
b Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: A sufficient condition for the localization of the extended stochastic integral with respect to a Gaussian measure in an infinite-dimensional space is presented. In the finite-dimensional case, for a vector field $v$ in the Sobolev class a condition ensuring the vanishing divergence of $v$ at the zero set of the field itself is presented.
Bibliography: 12 titles.

UDC: 519.21

MSC: Primary 60H05; Secondary 46G12

Received: 28.04.2005

DOI: 10.4213/sm3534


 English version:
Sbornik: Mathematics, 2006, 197:9, 1273–1295

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024