Stochastic calculus in Banach spaces

Stochastic calculus in Banach spaces

International Research Press ( 16.09.2014 )

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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.

Détails du livre:

ISBN-13:

978-3-639-66499-7

ISBN-10:

363966499X

EAN:

9783639664997

Langue du Livre:

English

de (auteur) :

Anatoliy Swishchuk

Nombre de pages:

52

Publié le:

16.09.2014

Catégorie:

Mathématiques