FUNCTIONS INTO BANACH SPACES, WITH APPLICATIONS TO RANDOM DIFFERENTIAL EQUATIONS.

Abstract

For problems concerning the existence of different types of stochastic derivatives of processes which are the solutions of ordinary differential equations, a central feature is the need for complicated measured theoretic results in probability theory. This thesis contains such results, applies them to establish the relationship between the different kinds of stochastic derivatives and where construction of various counter examples establishes the relative strength and weakness of the results. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1969
Accession Number
AD0698532

Entities

People

  • William J. Knight

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Banach Space
  • Construction
  • Differential Equations
  • Equations
  • Mathematics
  • Probability

Fields of Study

  • Mathematics

Readers

  • Joint Military Operations and Doctrine.
  • Linear Algebra
  • Regression Analysis.

Technology Areas

  • Space