Stochastic Calculus in Banach Spaces - Anatoliy Swishchuk - Books - Scholars' Press - 9783639664997 - September 16, 2014
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Anatoliy Swishchuk
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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 16, 2014
ISBN13 9783639664997
Publishers Scholars' Press
Pages 52
Dimensions 152 × 229 × 3 mm   ·   96 g
Language German  

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