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- Publisher
- Springer Journals
- Copyright
- Copyright © 1993 by Springer-Verlag New York Inc.
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/BF01314821
- Publisher site
- See Article on Publisher Site
Abstract
Let (X,l,μ) be a measure space, letW be a cylindrical Hilbert-Wiener process, and letϕ be an anticipating integrable process-valued function onX. We prove, under natural assumptions onϕ, that there exists a measurable version Yx,x εX, of the anticipating integral ofϕ(x) such that the integral ∫x Yxμ(dx) is a version of the anticipating integral of ∫X ϕ(x)μ(dx). We apply this anticipating Fubini theorem to study solutions of a class of stochastic evolution equations in Hilbert space.
Journal
Applied Mathematics and Optimization – Springer Journals
Published: Feb 4, 2005