The Extended Stochastic Integral in Linear Spaces with Differentiable Measures and Related Topics is popular PDF and ePub book, written by Nicolai Victorovich Norin in 1996, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, The Extended Stochastic Integral in Linear Spaces with Differentiable Measures and Related Topics can be Read Online from any device for your convenience.
The Extended Stochastic Integral in Linear Spaces with Differentiable Measures and Related Topics Book PDF Summary
This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field. In addition, the theory of surface measures and the theory of heat potentials in infinite-dimensional spaces are discussed. These theories are closely related to ESI.It starts with an account of classic stochastic analysis in the Wiener spaces; and then discusses in detail the ESI for the Wiener measure including properties of this integral understood as a process. Moreover, the ESI with a nonrandom kernel is investigated.Some chapters are devoted to the definition and the investigation of properties of the ESI for Gaussian and differentiable measures.Surface measures in Banach spaces and heat potentials theory in Hilbert space are also discussed.
Detail Book of The Extended Stochastic Integral in Linear Spaces with Differentiable Measures and Related Topics PDF
- Author : Nicolai Victorovich Norin
- Release : 21 September 1996
- Publisher : World Scientific
- ISBN : 9810225687
- Genre : Mathematics
- Total Page : 280 pages
- Language : English
- PDF File Size : 18,7 Mb
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