Vector Integration and Stochastic Integration in Banach Spaces

Vector Integration and Stochastic Integration in Banach Spaces

Dinculeanu, Nicolae

John Wiley & Sons Inc

02/2000

448

Dura

Inglês

9780471377382

15 a 20 dias

896

Descrição não disponível.
Vector Integration.

The Stochastic Integral.

Martingales.

Processes with Finite Variation.

Processes with Finite Semivariation.

The Ito Formula.

Stochastic Integration in the Plane.

Two-Parameter Martingales.

Two-Parameter Processes with Finite Variation.

Two-Parameter Processes with Finite Semivariation.

References.
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