| Full text | |
| 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 |