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Mandrekar, Vidyadhar; Rudiger, Barbara - Stochastic Integration in Banach Spaces - 9783319128528 - V9783319128528
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Stochastic Integration in Banach Spaces

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Description for Stochastic Integration in Banach Spaces Hardback. Stochastic Integration in Banach Spaces Series: Probability Theory and Stochastic Modelling. Num Pages: 219 pages, biography. BIC Classification: PBKJ; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 14. Weight in Grams: 497.
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 ... Read more

Product Details

Format
Hardback
Publication date
2014
Publisher
Springer International Publishing AG Switzerland
Number of pages
219
Condition
New
Series
Probability Theory and Stochastic Modelling
Number of Pages
211
Place of Publication
Cham, Switzerland
ISBN
9783319128528
SKU
V9783319128528
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Mandrekar, Vidyadhar; Rudiger, Barbara
Professor Vidyadhar Mandrekar is an expert in stochastic differential equations in infinite dimensional spaces and filtering. In addition he has advised doctoral students in financial mathematics and water flows. He is the first recipient of the Distinguished Faculty Award in the Department of Statistics and Probability at Michigan State University. Professor Barbara Rüdiger graduated at the University Roma “Tor Vergata” ... Read more

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