Stochastic Integration in Banach Spaces

Name: Stochastic Integration in Banach Spaces
Brand: Springer International Publishing AG
SKU: 9783319365220
Price: 27926 HUF
Availability: InStock

Theory and Applications

Szerző: Vidyadhar Mandrekar, Barbara Rudiger

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer International Publishing AG

Elérhetőség: Beszállítói készleten

Küldés 5-8 napon belül

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Considering Poisson random measures as the driving sources for stochastic (partial) differential equ...

Információk a könyvről

Szerző

Vidyadhar Mandrekar, Barbara Rudiger

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2016

oldal

211

EAN

9783319365220

ISBN

3319365223

Enbook ID

13817070

Kiadó

Springer International Publishing AG

Súly

3401

Méretek

155 x 235 x 11

Teljes leírás

Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integration theory, existence and uniqueness results and stability theory. The results will be of particular interest to natural scientists and the finance community. Readers should ideally be familiar with stochastic processes and probability theory in general, as well as functional analysis and in particular the theory of operator semigroups.

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Stochastic Integration in Banach Spaces

Theory and Applications

Információk a könyvről

Teljes leírás

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