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Stochastic calculus in Banach spaces

 
Stochastic calculus in Banach spaces

Description

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.

Product details

EAN/ISBN:
9783639664997
Medium:
Paperback
Number of pages:
52
Publication date:
2014-09-16
Publisher:
Scholars' Press
EAN/ISBN:
9783639664997
Medium:
Paperback
Number of pages:
52
Publication date:
2014-09-16
Publisher:
Scholars' Press

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