Journal of the American Statistical Association, December 1st, 1997
During the last decade, the theory of stochastic integrals and stochastic differential equations founded by K. Ito (1944) has developed rapidly. There are two major branches. The semimartingale approach considers mainly stochastic integrals and stochastic differential equations on (realvalued) one-dimensional parameter spaces with a broad class of adapted integrators (see, e.g., Karatzas and Shreve 1991 and Oksendal 1995). The authors of this book concentrate on the other branch, the functional analytic approach. This turns out to be a natural way to consider anticipating stochastic integrals ...
HighBeam Research, Free Preview: 'Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach. (book reviews)'... Full Membership required for unlimited access. Free 7-day trial.
Subscribers: HighBeam content is only available to HighBeam subscribers. Click the link above for more information.
