Cantitate/Preț
Produs

Stochastic Calculus in Banach Spaces: How Female Social Entrepreneurs Mitigate Stress

Autor Anatoliy Swishchuk
en Limba Engleză Paperback – 9 oct 2014
The paper is devoted to the construction of stochastic calculus for integrals over martingales measures, including It\ DEGREES{o}, Stratonovich and Skorokhod integrals. We also study multiplicative operator functionals (MOF) in Banach spaces which are a generalization of random evolutions (RE) 2]. One of the results includes Dynkin's formula for MOF. Boundary values problems for RE in Banach spaces are investigated as well. Applications are given to the random evolution
Citește tot Restrânge

Preț: 29318 lei

Nou

Puncte Express: 440

Preț estimativ în valută:
5611 5884$ 4678£

Carte tipărită la comandă

Livrare economică 08-22 ianuarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783639664997
ISBN-10: 363966499X
Pagini: 52
Dimensiuni: 152 x 229 x 3 mm
Greutate: 0.09 kg
Editura: Scholars' Press

Notă biografică

Anatoliy Swishchuk is a Professor of mathematical finance at the University of Calgary, Canada. His research interests include modelling and pricing swaps, weather and energy derivatives, option pricing, regime-switching models, random evolutions and their applications. He is the author of many research papers and 10 books.