ABE-IPSABE HOLDINGABE BOOKS
English Polski
Dostęp on-line

Książki

0.00 PLN
Schowek (0) 
Schowek jest pusty
Set-Valued Stochastic Integrals and Applications

Set-Valued Stochastic Integrals and Applications

Autorzy
Wydawnictwo Springer Nature Customer Service Center GmbH
Data wydania 01/06/2020
Wydanie Pierwsze
Liczba stron 281
Forma publikacji książka w twardej oprawie
Poziom zaawansowania Dla profesjonalistów, specjalistów i badaczy naukowych
Język angielski
ISBN 9783030403287
Kategorie Analizy funkcjonalne i przekształcenia, Rachunek całkowy, Prawdopodobieństwo i statystyka
Zapytaj o ten produkt
E-mail
Pytanie
 
Do schowka

Opis książki

This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Ito , set-valued stochastic Lebesgue, and stochastic Aumann integrals, the volume is divided into nine parts. It begins with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings. The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.

Set-Valued Stochastic Integrals and Applications

Spis treści

Preface.- List of Symbols.- 1. Preliminaries.- 2. Multifunctions.- 3. Decomposable Subsets of the Space Lp(T,F,Mu, X).- 4. Aumann Stochastic Integrals.- 5. Set-Valued Ito Integrals.- 6. Stochastic Differential Inclusions.- 7. Set-Valued Stochastic Differential Equations and Inclusions.- 8. Stochastic Optimal Control Problems.- 9. Mathematical Finance Problems.- References.- Index.

Polecamy również książki

Strony www Białystok Warszawa
801 777 223