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Stochastic calculus in Banach spaces

 

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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.

Product Specifications
SKU :COC76228
AuthorAnatoliy Swishchuk
LanguageEnglish
BindingPaperback
Number of Pages52
Publishing Year2014-09-16T00:00:00.000
ISBN9783639664997
Edition1 st
Book TypeMathematics
Country of ManufactureIndia
Product BrandScholars' Press
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-08 00:00:00
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