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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Stochastic calculus on Frechet spaces

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Author(s):
Ledesma, Diego S. [1]
Total Authors: 1
Affiliation:
[1] Univ Estadual Campinas, Dept Matemat, BR-13081970 Campinas, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: ADVANCES IN OPERATOR THEORY; v. 6, n. 1 JAN 2021.
Web of Science Citations: 0
Abstract

We develop a stochastic calculus on Frechet spaces for a particular family of stochastic processes. The formulae obtained is applied to the case of tame Frechet spaces and tame maps. In particular, an Ito formula for tame maps is proved. (AU)

FAPESP's process: 18/13481-0 - Geometry of control, dynamical and stochastic systems
Grantee:Luiz Antonio Barrera San Martin
Support type: Research Projects - Thematic Grants
FAPESP's process: 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications
Grantee:Paulo Regis Caron Ruffino
Support type: Research Projects - Thematic Grants