Stochastic calculus in Banach spaces

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Stochastic calculus in Banach spaces image
ISBN-10:

363966499X

ISBN-13:

9783639664997

Released: Sep 16, 2014
Publisher: Scholars' Press
Format: Paperback, 52 pages

Description:

The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It\ DEGREES{{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 evol

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