Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
نویسندگان
چکیده
منابع مشابه
Stratonovitch Calculus with Spatial Parameters and Anticipative Problems in Multiplicative Ergodic Theory
Let u(t; x); t 2 R; be an adapted process parametrized by a variable x in some metric space X, (!; dx) a probability kernel on the product of the probability space and the Borel sets of X. We deal with the question whether the Stratonovich integral of u(:; x) with respect to a Wiener process on and the integral of u(t; :) with respect to the random measure (:; dx) can be interchanged. This ques...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1996
ISSN: 0304-4149
DOI: 10.1016/0304-4149(95)00081-x