Publisher's Synopsis
The aim of this study is to show where new concepts are necessary for the analysis of multiparameter processes and how the results compare with classical results for one-parameter processes, to apply results for multiparameter processes to stochastic processes with values in function spaces and to show how the classical and the multiparameter stochastic calculus is used for explicit results on more special processes. The emphasis is on the decomposition and integration of stochastic processes and on stochstic differential equations for these processes. The last chapter contains results for special processes such as harness and Markov properties and result on occupation integrals and local time for the Wiener process.
