Stochastic Integration in Banach Spaces: Theory and Applications

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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 ...

Stochastic Integration in Banach Spaces: Theory and Applications 2016, Springer

ISBN-13: 9783319365220

Softcover Reprint of the Origi edition

Trade paperback

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Stochastic Integration in Banach Spaces: Theory and Applications 2015, Springer

ISBN-13: 9783319128528

2015 edition

Hardcover

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