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Integration with respect to weight on JBW-algebras

✍ Scribed by N. V. Trunov


Publisher
Springer US
Year
1986
Tongue
English
Weight
255 KB
Volume
19
Category
Article
ISSN
0016-2663

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Stochastic integration with respect to G
✍ Laurent Decreusefond πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 82 KB

We construct a Stratonovitch-Skorohod-like stochastic integral for general Gaussian processes. We study its sample path regularity and one of its numerical approximating schemes. We also analyze the way it is transformed by an absolutely continuous change of probability and we give an ItΓ΄ formula. T