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| Titre : | The Stochastic Integral In General Hilbert Spaces (W.R.T. Brownnian Motion) |
| Auteurs : | guendouzi.Toufik, Directeur de thèse ; Rouane. Khadidja, Auteur |
| Type de document : | texte imprimé |
| Editeur : | Alger: univ-saida, 2013 |
| Format : | 52 p. / 27 cm. |
| Note générale : | bibliographie |
| Langues: | Anglais |
| Catégories : | |
| Mots-clés: | The Stochastic/ Integral/ Hilbert /Spaces / Brownnian /Motion. |
| Résumé : |
Stochastic calculus is a branch of mathematics that operates on stochastic
processes. It allows a consistent theory of integration to be dened for inte-grals of stochastic processes with respect to stochastic processes, the subject of stochastic integral in innite dimensional space and stochastic dierential equations has grown in importance since the publication of K. Itô's CBMS monograph, J. Walsh's article in the École d'Étè de probabilités de Saint Flow, and two recent books: by B. L. Rorovskii in 1990 and by G. Da Prato and J. Zabczyk in 1992 [8]. First results on innite dimensional Ito's equa-tions started to appear in the mid 1960s and were motivated by development of analysis and theory of stochastic processes on one side, and by a need to describe random phenomena studied in natural sciences like physics, chem-istry, biology, and in control theory, on the other side. |
| Note de contenu : |
1 The stochastic integral for Innite-dimensional Wiener pro-cesses
2 Stochastic Dierential Equations on Hilbert spaces |
Exemplaires (2)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| SCT00090 | TMMS00047 | Périodique | Salle des Thèses | Mathématique | Exclu du prêt |
| SCT00297 | TMMS00149 | Périodique | Salle des Thèses | Mathématique | Disponible |
Documents numériques (1)
 The Stochastic Integral in General Hilbert Spaces (w.r.t. Brownian Motion) Adobe Acrobat PDF |
