大葉大學圖書館 |

Stochastic integration in Banach spaces[electronic resource] :theory and applications /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	515.732
書名/作者:	Stochastic integration in Banach spaces : theory and applications // by Vidyadhar Mandrekar, Barbara Rudiger.
作者:	Mandrekar, Vidyadhar.
其他作者:	Rudiger, Barbara.
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	viii, 211 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Banach spaces.
標題:	Stochastic processes.
標題:	Mathematics.
標題:	Probability Theory and Stochastic Processes.
標題:	Quantitative Finance.
標題:	Partial Differential Equations.
ISBN:	9783319128535 (electronic bk.)
ISBN:	9783319128528 (paper)
內容註:	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.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-12853-5

Stochastic integration in Banach spaces[electronic resource] :theory and applications /
Mandrekar, Vidyadhar.

Stochastic integration in Banach spacestheory and applications /[electronic resource] :by Vidyadhar Mandrekar, Barbara Rudiger. - Cham :Springer International Publishing :2015. - viii, 211 p. :ill., digital ;24 cm. - Probability theory and stochastic modelling,v.732199-3130 ;. - Probability theory and stochastic modelling ;v.70..

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.

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.

ISBN: 9783319128535 (electronic bk.)

Standard No.: 10.1007/978-3-319-12853-5doiSubjects--Topical Terms:

404788
Banach spaces.

LC Class. No.: QA322.2

Dewey Class. No.: 515.732

Stochastic integration in Banach spaces[electronic resource] :theory and applications /
LDR:02854nam a2200337 a 4500 001 426034
003 DE-He213
005 20150812135713.0
006 m d
007 cr nn 008maaau
008 151119s2015 gw s 0 eng d
020 $a 9783319128535 (electronic bk.)
020 $a 9783319128528 (paper)
024 7 $a 10.1007/978-3-319-12853-5 $2 doi
035 $a 978-3-319-12853-5
040 $a GP $c GP
041 0 $a eng
050 4 $a QA322.2
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
082 0 4 $a 515.732 $2 23
090 $a QA322.2 $b .M273 2015
100 1 $a Mandrekar, Vidyadhar. $3 605623
245 1 0 $a Stochastic integration in Banach spaces $h [electronic resource] : $b theory and applications / $c by Vidyadhar Mandrekar, Barbara Rudiger.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a viii, 211 p. : $b ill., digital ; $c 24 cm.
490 1 $a Probability theory and stochastic modelling, $x 2199-3130 ; $v v.73
505 0 $a 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.
520 $a 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.
650 0 $a Banach spaces. $3 404788
650 0 $a Stochastic processes. $3 177592
650 1 4 $a Mathematics. $3 172349
650 2 4 $a Probability Theory and Stochastic Processes. $3 463894
650 2 4 $a Quantitative Finance. $3 464461
650 2 4 $a Partial Differential Equations. $3 464931
700 1 $a Rudiger, Barbara. $3 605624
710 2 $a SpringerLink (Online service) $3 463450
773 0 $t Springer eBooks
830 0 $a Probability theory and stochastic modelling ; $v v.70. $3 591150
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-12853-5
950 $a Mathematics and Statistics (Springer-11649)