Timeline for Relationship between the Itō formula for a Q-Wiener process and the Itō formula for a cylindrical Wiener process. A question on the trace term
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| Nov 12, 2023 at 13:17 | comment | added | 0xbadf00d | @Curious Now I'm responding after an even longer period of time to your question, but in case anybody is still wondering: The latter is cause a cylindrical Wiener process on a space $U$ is - actually by definition - a $Q$-Wiener process for a $Q$ on a larger space $U^\ast\supseteq U$, which is most probably the reason why they are being used interchangeable in the literature you've considered. | |
| Jul 18, 2018 at 20:47 | comment | added | Curious | I know this is an old question, but did you ever figure it out? I'm new to the subject and seems all of the papers I read use $Q$-Wiener and Cylindrical Wiener interchangeably whereas the books define them differently, but afterwards use them interchangeably. | |
| Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
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| Jun 10, 2016 at 18:07 | history | edited | 0xbadf00d | CC BY-SA 3.0 |
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| Jun 7, 2016 at 16:30 | history | asked | 0xbadf00d | CC BY-SA 3.0 |