Stochastic Integration in Banach Spaces (Q2933622)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Integration in Banach Spaces |
scientific article |
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Stochastic Integration in Banach Spaces (English)
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4 December 2014
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stochastic integral
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stochastic differential equation
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stochastic partial differential equation
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probability in Banach spaces
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infinite-dimensional stochastic calculus
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Poisson point process
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Itō isometry
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Itō integral
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Itō formula
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geometry of Banach spaces
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Lyapounov function
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mathematical finance
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nonlinear filtering
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