Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces (Q3426324): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:49, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces |
scientific article |
Statements
Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces (English)
0 references
8 March 2007
0 references
stochastic integrals on separable Banach spaces
0 references
random martingales measures
0 references
compensated Poisson random measures
0 references
additive processes
0 references
random Banach valued functions
0 references
type
0 references
Banach spaces
0 references
Itô formula
0 references