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.
Book Details: |
|
ISBN-13: |
978-3-639-66499-7 |
ISBN-10: |
363966499X |
EAN: |
9783639664997 |
Book language: |
English |
By (author) : |
Anatoliy Swishchuk |
Number of pages: |
52 |
Published on: |
2014-09-16 |
Category: |
Mathematics |