Raport Badawczy = Research Report ; RB/22/2002
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
11 pages ; 21 cm ; Bibliography p. 11
This report deals with the stochastic integrals with respect to Hilbert space valued semimartingales. Basic definitions and notations are presented. A description of the space of real predictable processes, which are integrable with respect to a real quasi-left continuos semimartingale is given. The last chapter is devoted to integration with respect to Hilbert space valued semimartingales.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Jan 9, 2020
26
https://rcin.org.pl/publication/113827
Edition name | Date |
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RB-2002-22 : Nowak Piotr (matematyka) : Stochastic integrals with respect to Hilbert space valued semimartingales | Oct 19, 2021 |
Nowak, Piotr
Nowak, Piotr
Nowak, Piotr
Nowak, Piotr
Nowak, Piotr
Nowak, Piotr Romaniuk, Maciej