Stochastic Integration in Banach Spaces

DOI10.1007/978-3-319-12853-5zbMath1314.60007OpenAlexW2498643360MaRDI QIDQ2933622

Barbara Rüdiger, Vidyadhar Mandrekar

Publication date: 4 December 2014

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12853-5

zbMATH Keywords

stochastic differential equation nonlinear filtering Poisson point process stochastic partial differential equation mathematical finance stochastic integral Itō formula Itō isometry Itō integral Lyapounov function geometry of Banach spaces probability in Banach spaces infinite-dimensional stochastic calculus

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic behavior of solutions to PDEs (35B40) Signal detection and filtering (aspects of stochastic processes) (60G35) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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