Stochastic Integration in Banach Spaces Theory and Applications /

• Κύριοι συγγραφείς: Mandrekar, Vidyadhar (Συγγραφέας), Rüdiger, Barbara (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Σειρά: Probability Theory and Stochastic Modelling, 73
• Θέματα: 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...

Πίνακας περιεχομένων:

• 1.Introduction
• 2.Preliminaries
• 3.Stochastic Integrals with Respect to Compensated Poisson Random Measures
• 4.Stochastic Integral Equations in Banach Spaces
• 5.Stochastic Partial Differential Equations in Hilbert Spaces
• 6.Applications
• 7.Stability Theory for Stochastic Semilinear Equations
• A Some Results on compensated Poisson random measures and stochastic integrals
• References
• Index.