Integral equations with respect to a general stochastic measure
Анотація
An integral with respect to a general stochastic measure is defined for random functions whose trajectories belong to a Besov space. The existence and uniqueness of solutions of some stochastic equations involving such integrals are established.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Transition Density Estimates for a Class of Lévy and Lévy-Type Processes
Схоже за: Stochastic processes and financial applications · Advanced Harmonic Analysis Research
Stratonovich-type integral with respect to a general stochastic measure
Схоже за: Stochastic processes and financial applications · Advanced Banach Space Theory
Besov regularity of stochastic measures
Схоже за: Stochastic processes and financial applications · Advanced Banach Space Theory
Stochastic Partial Differential Equations Driven by General Stochastic Measures
Схоже за: Stochastic processes and financial applications · Advanced Harmonic Analysis Research
A maximal Riesz-Kantorovich theorem with applications to markets with an arbitrary commodity set
Схоже за: Stochastic processes and financial applications · Advanced Banach Space Theory
A Conditional Mean Square Estimate for the Solution of a SDE
Схоже за: Stochastic processes and financial applications · Advanced Harmonic Analysis Research