Stochastic Integration in Banach Spaces Theory and Applications /

• Main Authors: Mandrekar, Vidyadhar (Author), Rüdiger, Barbara (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Probability Theory and Stochastic Modelling, 73
• Subjects: Mathematics.; Partial differential equations.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Partial Differential Equations.

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 b...