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- Author: Swishchuk Anatoliy
- Publisher: Scholars' Press
- Year: 2014
- Pages: 52
- ISBN-10: 363966499X
- ISBN-13: 9783639664997
- Format: 15.2 x 22.9 x 0.3 cm, softcover
- Language: English
- SAVE -10% with code: EXTRA
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Description
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.
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- Author: Swishchuk Anatoliy
- Publisher: Scholars' Press
- Year: 2014
- Pages: 52
- ISBN-10: 363966499X
- ISBN-13: 9783639664997
- Format: 15.2 x 22.9 x 0.3 cm, softcover
- Language: English English
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.
Reviews