INTEGRATION AND STOCHASTIC INTEGRATION IN BANACH SPACES
By Nicolae Dinculeanu
448 pp. 2000 1-37738-4
One of the world-famous experts in the theory of Vector Stochastic Integration is N. Dinculeanu from a viewer
Stochastic integration has become a hot topic in recent decades, due to its spectacularly successful application to financial mathematics. This book presents for the first time the theory of stochastic integration at the highest level of generality, namely integration with respect to a process with finite semivariation (rather than finite variation) and with values in a Banach space (rather than a Hilbert space).
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