Stochastic Integration in Banach Spaces

Theory and Applications

Autori

• Vidyadhar Mandrekar
• Barbara Rüdiger

Parametri

• 220 pagine
• 8 ore di lettura

• Economia e affari
• Matematica

Maggiori informazioni sul libro

Incorporating Poisson random measures into stochastic (partial) differential equations allows for the modeling of complex systems affected by random fluctuations, such as financial interest rates and temperature variations. The book explores the long-term behavior and sensitivity of solutions, emphasizing integration theory in Banach spaces and addressing non-Gaussian scenarios. Aimed at graduate students and researchers, it requires a foundational understanding of stochastic processes, probability theory, and functional analysis, making it relevant for both natural scientists and finance professionals.

Lingua: Inglese

Pubblicato: 2016

(In brossura)