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Stochastic calculus in Banach spaces

Stochastic calculus in Banach spaces

Paperback (16 Sep 2014)

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Publisher's Synopsis

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 information

ISBN: 9783639664997
Publisher: KS Omniscriptum Publishing
Imprint: Scholars' Press
Pub date:
Language: English
Number of pages: 52
Weight: 91g
Height: 229mm
Width: 152mm
Spine width: 3mm