Accession Number : AD0698532

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

Descriptive Note : Technical rept.,

Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF MATHEMATICS

Personal Author(s) : Knight,William J.

Report Date : SEP 1969

Pagination or Media Count : 127

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)

Descriptors :   (*FUNCTIONAL ANALYSIS, DIFFERENTIAL EQUATIONS), (*STOCHASTIC PROCESSES, MEASURE THEORY), BANACH SPACE, CONVEX SETS, TOPOLOGY, THEOREMS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE