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Stochastic Calculus in Banach Spaces Anatoliy Swishchuk
Stochastic Calculus in Banach Spaces
Anatoliy Swishchuk
The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It\^{o}, Stratonovich and Skorokhod integrals. We also study multiplicative operator functionals (MOF) in Banach spaces which are a generalization of random evolutions (RE) [2]. One of the results includes Dynkin's formula for MOF. Boundary values problems for RE in Banach spaces are investigated as well. Applications are given to the random evolutions.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 16. septembris |
| ISBN13 | 9783639664997 |
| Izdevēji | Scholars' Press |
| Lapas | 52 |
| Izmēri | 152 × 229 × 3 mm · 96 g |
| Valoda | Vācu |