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Synopsis
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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Anatoliy Swishchuk is a Professor of mathematical finance at the University of Calgary, Canada. His research interests include modelling and pricing swaps, weather and energy derivatives, option pricing, regime-switching models, random evolutions and their applications. He is the author of many research papers and 10 books.
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Stochastic calculus in Banach spaces
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Scholars' Press Sep 2014, 2014
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ISBN 13: 9783639664997
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 52 pp. Englisch. Seller Inventory # 9783639664997
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Stochastic calculus in Banach spaces
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9783639664997
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Stochastic calculus in Banach spaces
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Swishchuk AnatoliyAnatoliy Swishchuk is a Professor of mathematical finance at the University of Calgary, Canada. His research interests include modelling and pricing swaps, weather and energy derivatives, option pricing, regime-swit. Seller Inventory # 4996714
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Stochastic calculus in Banach spaces
Published by
Scholars' Press Sep 2014, 2014
ISBN 10: 363966499X
ISBN 13: 9783639664997
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Taschenbuch. Condition: Neu. Neuware -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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 52 pp. Englisch. Seller Inventory # 9783639664997
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