EUDML | Stochastic integration in abstract spaces.

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Displaying similar documents to “Stochastic integration in abstract spaces.”

Stochastic integration on nuclear spaces and its applications

S. Ustunel (1982)

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Normalized stochastic integrals in topological vector spaces

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Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations

Michel Métivier (1982)

Séminaire de probabilités de Strasbourg

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Anna Chojnowska-Michalik (1979)

Banach Center Publications

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Stochastic processes in nuclear spaces: quasi-martingales and decompositions

James K. Brooks, Domenico Candeloro, Anna Martellotti (2005)

Mathematica Slovaca

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A note on stochastic integration with respect to optional semimartingales.

Kühn, Christoph, Stroh, Maximilian (2009)

Electronic Communications in Probability [electronic only]

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Note on strong solutions of a stochastic inclusion.

Motyl, Jerzy (1995)

Journal of Applied Mathematics and Stochastic Analysis

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The Banach fixed point method for Ito stochastic differential equations

T. Barth, A. U. Kussmaul (1981)

Annales scientifiques de l'Université de Clermont. Mathématiques

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Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions

Joachim Syga (2015)

Discussiones Mathematicae Probability and Statistics

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A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.