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Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula.

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Title: Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula.
Authors: Karlsson, John1 john.karlsson@liu.se, Löbus, Jörg‐Uwe1 loebus@member.ams.org
Source: Mathematische Nachrichten. Dec2016, Vol. 289 Issue 17/18, p2192-2222. 31p.
Database: Academic Search Ultimate
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ISSN:0025584X
DOI:10.1002/mana.201500146