Add to ORKGDelft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burk...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
On the problem of stochastic integral representations of functions of the Brownian motion I
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
This thesis is about stochastic integrals. We start by defining the integral with respect to Browni...
Contains fulltext : 141747.pdf (publisher's version ) (Open Access
A breakthrough approach to the theory and applications of stochastic integration The theory of stoch...
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burk...
Delft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct...
On the problem of stochastic integral representations of functions of the Brownian motion I
AbstractA stochastic integral of Banach space valued deterministic functions with respect to Banach ...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
A stochastic integral of Banach space valued deterministic functions with respect to Banach space va...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
This thesis is about stochastic integrals. We start by defining the integral with respect to Browni...
Contains fulltext : 141747.pdf (publisher's version ) (Open Access
A breakthrough approach to the theory and applications of stochastic integration The theory of stoch...
In development of stochastic analysis in a Banach space one of the main problem is to establish the ...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burk...