Общие вопросы математики

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Stochastic calculus in Banach spaces

Автор: Anatoliy Swishchuk
Год: 2014
Издание: Scholars' Press
Страниц: 52
ISBN: 9783639664997
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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