Stochastic prodict interal w.r.t. infinite dimensional semimartingale: iii-strong operator topology case
作者:
L. Hazareesingh,
D. Kannan,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1994)
卷期:
Volume 12,
issue 5
页码: 551-566
ISSN:0736-2994
年代: 1994
DOI:10.1080/07362999408809373
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this article we construct the stochastic strong product integralw.r.t. the exponentialvalued Brownian motion and show that this product integral solves the stochastic evolution equationis an evolution operator
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