Product Stochastic Measures Multiple Stochastic Integrals And Their Extensions To Nuclear Space Valued Processes PDF Download
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Author | : |
Publisher | : |
Total Pages | : 398 |
Release | : 1985 |
Genre | : Nuclear spaces (Functional analysis) |
ISBN | : |
Download Product Stochastic Measures, Multiple Stochastic Integrals and Their Extensions to Nuclear Space Valued Processes Book in PDF, ePub and Kindle
Author | : Victor M. Perez-Abreu C. |
Publisher | : |
Total Pages | : 398 |
Release | : 1985 |
Genre | : Nuclear spaces (Functional analysis) |
ISBN | : |
Download Product Stochastic Measures, Multiple Stochastic Integrals and Their Extensions to Nuclear Space Valued Processes Book in PDF, ePub and Kindle
A theory of L sub 2 valued product stochastic measures of non-identically distributed L sub 2 - independently scattered measures is developed using concepts of symmetric tensor product Hilber spaces. Applying the theory of vector valued measures we construct multiple stochastic integrals with respect to the product stochastic measures. A clear relationship between the theories of vector valued measures and multiple stochastic integrals is established. This work is related to the work by D.D. Engel (1982) who gives a different approach to the construction of product stochastic measures. The two approaches are compared. The second part of the work deals with multiple Wiener integrals and nonlinear functionals of a phi - valued Wiener process W sub t where phi is the dual of a Countably Hilbert Nuclear Space. We obtain the Wiener decomposition of the space of phi-valued nonlinear functionals as an inductive limit of appropriate Hilbert spaces. It is shown that every phi - valued nonlinear functional admits an expansion in terms of multiple Wiener integrals in one of these Hilbert spaces and can be represented as an operator valued stochastic integral of the Ito type. (Author).
Author | : Christian Houdre |
Publisher | : CRC Press |
Total Pages | : 396 |
Release | : 1994-04-05 |
Genre | : Mathematics |
ISBN | : 9780849380723 |
Download Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications Book in PDF, ePub and Kindle
The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.
Author | : David Douglas Engel |
Publisher | : American Mathematical Soc. |
Total Pages | : 91 |
Release | : 1982 |
Genre | : Mathematics |
ISBN | : 0821822659 |
Download The Multiple Stochastic Integral Book in PDF, ePub and Kindle
The author establishes a relation between the theory of multiple stochastic integration and the theory of Banach space valued measures.
Author | : |
Publisher | : |
Total Pages | : 892 |
Release | : 1994 |
Genre | : Aeronautics |
ISBN | : |
Download Scientific and Technical Aerospace Reports Book in PDF, ePub and Kindle
Author | : |
Publisher | : |
Total Pages | : 756 |
Release | : 1986 |
Genre | : Power resources |
ISBN | : |
Download Energy Research Abstracts Book in PDF, ePub and Kindle
Author | : John Van Ryzin |
Publisher | : IMS |
Total Pages | : 496 |
Release | : 1986 |
Genre | : Mathematics |
ISBN | : 9780940600096 |
Download Adaptive Statistical Procedures and Related Topics Book in PDF, ePub and Kindle
Author | : H. Korezlioglu |
Publisher | : |
Total Pages | : 60 |
Release | : 1986 |
Genre | : |
ISBN | : |
Download Stochastic Integration for Operator Valued Processes on Hilbert Spaces and on Nuclear Spaces. Revision Book in PDF, ePub and Kindle
The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued sqare integrable martingale is given in terms of stochastic integrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued processes on Hilbert spaces. A new approach is given for the Hilbertian case, so that only the integration of Hilbert-Schmidt operator valued processes is needed to represent square integrable martingales. (Author).
Author | : |
Publisher | : |
Total Pages | : 1070 |
Release | : 1986 |
Genre | : Government reports announcements & index |
ISBN | : |
Download Government Reports Annual Index Book in PDF, ePub and Kindle
Author | : Institute of Mathematical Statistics |
Publisher | : |
Total Pages | : 730 |
Release | : 1996 |
Genre | : Mathematical statistics |
ISBN | : |
Download Bulletin - Institute of Mathematical Statistics Book in PDF, ePub and Kindle