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On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals

✍ Scribed by Josefa Linares Pérez


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
445 KB
Volume
18
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


The Euler scheme for Hilbert space value
✍ Raúl Fierro; Soledad Torres 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 93 KB

Here we consider stochastic di erential equations whose solutions take values in a Hilbert space. The Euler Scheme for approximating these solutions is used, and the global error is estimated. In addition, solutions are approximated by means of a process which takes values in a ÿnite-dimensional sub