Searched for: subject%3A%22stochastic%255C+differential%255C+equations%22
(1 - 1 of 1)
document
de Graaff, Jan (author)
In his 2019 article, Kalinichenko proposed an alternative way of doing stochastic integration in general separable Banach spaces [12].This way circumvents the usual UMD assumption on our separable Banach space X, and instead imposes a strict condition on the integrating process $\Phi : (0,T)\times\Omega\to \Lll(H,X)$. Namely, we require the...
master thesis 2022