Conjugate operators to operators of stochastic integration
Probability
2014-10-10 v1
Abstract
The conjugate problem in stochastic optimal control can be formulated in terms of operators conjugated to the operators of stochastic integration [1, 2, 3]. In this paper we study some of such operators acting on the spaces of progressively measurable random functions.
Keywords
Cite
@article{arxiv.1410.2362,
title = {Conjugate operators to operators of stochastic integration},
author = {I. P. Smirnov},
journal= {arXiv preprint arXiv:1410.2362},
year = {2014}
}
Comments
20 pages