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- Išsiųsime per 12–18 d.d.
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- Autorius: Swishchuk Anatoliy
- Leidėjas: Scholars' Press
- Metai: 2014
- Puslapiai: 52
- ISBN-10: 363966499X
- ISBN-13: 9783639664997
- Formatas: 15.2 x 22.9 x 0.3 cm, minkšti viršeliai
- Kalba: Anglų
Atsiliepimai
Aprašymas
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.
- Autorius: Swishchuk Anatoliy
- Leidėjas: Scholars' Press
- Metai: 2014
- Puslapiai: 52
- ISBN-10: 363966499X
- ISBN-13: 9783639664997
- Formatas: 15.2 x 22.9 x 0.3 cm, minkšti viršeliai
- Kalba: Anglų
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.
Atsiliepimai