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Stochastic calculus in Banach spaces

- Swishchuk, A: Stochastic calculus in Banach spaces

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  • Format
  • Bog, paperback
  • Engelsk
  • 52 sider

Beskrivelse

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.

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Detaljer
  • SprogEngelsk
  • Sidetal52
  • Udgivelsesdato16-09-2014
  • ISBN139783639664997
  • Forlag Scholars Press
  • FormatPaperback
Størrelse og vægt
  • Vægt96 g
  • Dybde0,3 cm
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    10 cm
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