An alternative definition of the it ˆ o integral for the hilbert-schmidt-valued stochastic process

HIGHLIGHTS

  • who: THE HILBERT-SCHMIDT-VALUED, STOCHASTIC PROCESS and MHELMAR A., LABENDIA from the (UNIVERSITY) have published the research: AN ALTERNATIVE DEFINITION OF THE IT ˆ O INTEGRAL FOR THE HILBERT-SCHMIDT-VALUED STOCHASTIC PROCESS, in the Journal: (JOURNAL)
  • what: In infinite-dimensional cases, the main motivation behind the study of infinite-dimensional stochastic integrals is the theory of stochastic partial differential equations. The authors show that F is continuous.

SUMMARY

    Understanding Lebesgue integration requires an extensive study of measure theory. The Lebesgue integral fails to integrate highly oscillatory functions. The function f . . .

     

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