Bookbot

Stochastic Integration in Banach Spaces

Theory and Applications

Paramètres

Pages
220pages
Temps de lecture
8heures

En savoir plus sur le livre

Utilizing Poisson random measures, this book presents a novel approach to modeling complex systems influenced by random sources, such as financial interest rates and temperature variations. It explores the solutions of stochastic differential equations, focusing on their long-term behavior and sensitivity to initial conditions. The authors delve into integration theory within Banach spaces, extending beyond the typical Gaussian frameworks. Aimed at graduate students and researchers, it requires a solid understanding of stochastic processes, probability, and functional analysis.

Édition

Achat du livre

Stochastic Integration in Banach Spaces, Vidyadhar Mandrekar, Barbara Rüdiger

Langue
Année de publication
2014
product-detail.submit-box.info.binding
(rigide)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.

Modes de paiement

Personne n'a encore évalué .Évaluer