XIV: 24, 209-219, LNM 784 (1980)
PELLAUMAIL, Jean
Remarques sur l'intégrale stochastique (Stochastic calculus)
This is an exposition of stochastic integrals and stochastic differential equations for Banach space valued processes along the lines of Métivier-Pellaumail Stochastic Integration (1980), the class of semimartingales being defined by the Métivier-Pellaumail inequality (1413)
Keywords: Stochastic integrals, Stochastic differential equations, Métivier-Pellaumail inequality
Nature: Exposition
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