| 书目名称 | Stochastic Integration in Banach Spaces |
| 副标题 | Theory and Applicati |
| 编辑 | Vidyadhar Mandrekar,Barbara Rüdiger |
| 视频video | |
| 概述 | Offers new material and a more general approach to the theory than in previous literature.Includes many different applications first treated by the authors.Presents interesting results for environment |
| 丛书名称 | Probability Theory and Stochastic Modelling |
| 图书封面 |  |
| 描述 | 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 appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integration theory, existence and uniqueness results and stability theory. The results will be of particular interest to natural scientists and the finance community. Readers should ide |
| 出版日期 | Book 2015 |
| 关键词 | 60H15, 60H05, 60G57, 60G51, 91G30, 91G80, 60G35, 35B40; financial applications of other theories; inte |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-12853-5 |
| isbn_softcover | 978-3-319-36522-0 |
| isbn_ebook | 978-3-319-12853-5Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 16:57:14
