Kinematics of stochastic motion in hilbert space
作者:
Leszek Gawarecki,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 4
页码: 503-526
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809492
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration
点击下载:
PDF (645KB)
返 回