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Carte Stochastic calculus in Banach spaces Swishchuk Anatoliy

Stochastic calculus in Banach spaces

Autor: Swishchuk Anatoliy
Limbă: engleză
Legare: Carte broșată
Editura: Scholars' Press
Disponibilitate: În depozitul extern
Expediem în 5-8 zile
220.68 lei
The paper is devoted to the construction of stochastic calculus for integrals over martingales measu...

Informații despre carte

Autor
Swishchuk Anatoliy
Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2014
Pagini
52
EAN
9783639664997
ISBN
363966499X
Enbook ID
09030224
Editura
Scholars' Press
Greutate
91
Dimensiuni
152 x 229 x 3

Descriere completă

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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