A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple
โฆ LIBER โฆ
Brownian motion and stochastic calculus
โ Scribed by Jan Seidler
- Publisher
- Springer Netherlands
- Year
- 1991
- Tongue
- English
- Weight
- 261 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0167-8019
No coin nor oath required. For personal study only.
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