RCIN and OZwRCIN projects

Object

Title: Stochastic Integrals with Respect to Hilbert Space Valued Semimartingales

Creator:

Nowak, Piotr (matematyka)

Date issued/created:

2002

Resource type:

Text

Subtitle:

Raport Badawczy = Research Report ; RB/22/2002

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

11 pages ; 21 cm ; Bibliography p. 11

Abstract:

This report deals with the stochastic integrals with respect to Hilbert space valued semimartingales. Basic definitions and notations are presented. A description of the space of real predictable processes, which are integrable with respect to a real quasi-left continuos semimartingale is given. The last chapter is devoted to integration with respect to Hilbert space valued semimartingales.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:100236

Source:

RB-2002-22

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Jan 9, 2020

Number of object content downloads / hits:

25

All available object's versions:

https://www.rcin.org.pl/publication/113827

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