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Stochastic calculus in Banach spaces

Stochastic calculus in Banach spaces

Gemstone Books ( 2014-09-16 )

€ 45,90

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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.

Book Details:

ISBN-13:

978-3-639-66499-7

ISBN-10:

363966499X

EAN:

9783639664997

Book language:

English

By (author) :

Anatoliy Swishchuk

Number of pages:

52

Published on:

2014-09-16

Category:

Mathematics