학술저널
STOCHASTIC CALCULUS FOR BANACH SPACE VALUED REGULAR STOCHASTIC PROCESSES
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 24, No. 1
-
2011.0245 - 57 (13 pages)
- 2
We study the stochastic integral of an operator valued process against with a Banach space valued regular process. We establish the existence and uniqueness of solution of the stochastic differential equation for a Banach space valued regular process under the certain conditions. As an application of it, we study a noncommutative stochastic differential equation.
1. Introduction
2. Banach space valued stochastic integral
3. Stochastic differential equation
4. Noncommutative stochastic calculus
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