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Stochastic calculus in Banach spaces

Swishchuk Anatoliy

Language

English

Book Paperback

Libristo code: 09030224

Publishers Scholars' Press, September 2014

The paper is devoted to the construction of stochastic calculus for integrals over martingales measu... Full description

Libristo code: 09030224

432 b

64 812 Ft

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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.