Tempered distributions and stochastic calculus / Distribuições temperadas e calculo estocastico
AUTOR(ES)
Luis Roberto Lucinger de Almeida
DATA DE PUBLICAÇÃO
2008
RESUMO
In this work, we will prove an Itô formula for tempered distributions, that is, for a distribution F in S0. To achieve this, we will introduce the theory of tempered distributions and of stochastic calculus that will be needed.
ASSUNTO(S)
stochastic analysis processo estocastico functional analysis stochastic processes teoria das distribuições (analise funcional) analise estocastica
