• 제목/요약/키워드: noncommutative stochastic calculus

검색결과 1건 처리시간 0.017초

STOCHASTIC CALCULUS FOR BANACH SPACE VALUED REGULAR STOCHASTIC PROCESSES

  • Choi, Byoung Jin;Choi, Jin Pil;Ji, Un Cig
    • 충청수학회지
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    • 제24권1호
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    • pp.45-57
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    • 2011
  • We study the stochastic integral of an operator valued process against with a Banach space valued regular process. We establish the existence and uniqueness of solution of the stochastic differential equation for a Banach space valued regular process under the certain conditions. As an application of it, we study a noncommutative stochastic differential equation.