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Your search keyword '"Privault, Nicolas"' showing total 2 results
Start Over Author "Privault, Nicolas" Language english Journal random operators & stochastic equations Publisher de gruyter
2 results on '"Privault, Nicolas"'

1. Skorokhod and pathwise stochastic calculus with respect to an L[sup2] process.

Author

Privault, Nicolas and Tudor, Ciprian

Subjects
*STOCHASTIC differential equations, *INTEGRAL operators, *SOBOLEV spaces
Abstract

Proposes a stochastic calculus with respect to a class ... of anticipating processes which is wider than the class of Skorokhod integral processes. Notation and preliminaries on the Skorokhod integral operator; Extension of the Skorokhod integral as a continuous operator on Sobolev spaces; Conditions for the existence of pathwise integrals.

Published
2000
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2. Equivalence of gradients on configuration spaces.

Author

Privault, Nicolas

Subjects
*RIEMANNIAN manifolds, *CONFIGURATION space, *DIFFERENTIAL calculus, *STOCHASTIC integral equations
Abstract

Discusses a study which examined the gradient of Riemannian manifold in configuration spaces. Details of probability and Poisson measures; Application of differential calculus on configuration space; Sample equation of integrals and stochastic integration.

Published
1999
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