Stochastic Integrals with Respect to Space-Time White Noise

Springer monographs in mathematics 2026 Book chapter Open access

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Authors: Robert C. Dalang, Marta Sanz–Solé
DOI: 10.1007/978-3-032-01650-8_2
Cited by: 0
References: 19

Abstract

In this chapter, we develop a theory of stochastic integration that is suitable for integrating random functions of space and time with respect to space-time white noise $$W=(W(A),\, A\in \mathcal B^f_{\mathbb {R}\times D})$$ .

Fields of Study & Subjects

Stochastic processes and financial applications Mathematical and Theoretical Analysis Differential Equations and Boundary Problems

Publication details

Journal / source
Springer monographs in mathematics
Pages
59–106
Publication date
1 January 2026
Language
EN
Document type
Book chapter