Haben Sie Fragen? Einfach anrufen, wir helfen gerne: Tel. 089/210233-0
oder besuchen Sie unser Ladengeschäft in der Pacellistraße 5 (Maxburg) 80333 München
+++ Versandkostenfreie Lieferung innerhalb Deutschlands
Haben Sie Fragen? Tel. 089/210233-0

Stochastic Integration in Banach Spaces

90,94 €*

Sofort verfügbar, Lieferzeit: 1-3 Tage

Produktnummer: 18539f3d0d107e4a4b96bd733d1916b397
Produktinformationen "Stochastic Integration in Banach Spaces"
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 ideally be familiar with stochastic processes and probability theory in general, as well as functional analysis and in particular the theory of operator semigroups.

Sie möchten lieber vor Ort einkaufen?

Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.

Juristische Fachbuchhandlung
Georg Blendl

Parcellistraße 5 (Maxburg)
8033 München

Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen