نتایج جستجو برای: stochastic integrals

تعداد نتایج: 142213  

2017
Franco Flandoli Peter Imkeller Ciprian Tudor Ciprian A. Tudor

By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-Itô integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study the regularity of the stochastic current with respect to the randomness variable in the Watanabe spaces and with respect to the spatial variable in the determini...

Journal: :Proceedings of the American Mathematical Society 1988

Journal: :Infinite Dimensional Analysis, Quantum Probability and Related Topics 2022

We provide a detailed analysis of the Gelfand integral on Fréchet spaces, showing among other things Vitali theorem, dominated convergence and Fubini result. Furthermore, commutes with linear operators. The Skorohod is conveniently expressed in terms Hida distribution space, which forms our prime motivation example. extend several results integrals to general class pathwise integrals. For examp...

Journal: :Modern Stochastics: Theory and Applications 2018

Journal: :Electronic Communications in Probability 2009

Journal: :Transactions of the American Mathematical Society 1979

Journal: :Stochastic Processes and their Applications 1978

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