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Vector Integration and Stochastic Integration in Banach Spaces de N Dinculeanu

Vector Integration and Stochastic Integration in Banach Spaces: Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts

Autor N Dinculeanu
en Limba Engleză Hardback – 14 feb 2000
Dieser Band erl utert die Theorie der stochastischen Integration erstmals auf einer hohen Ebene der Allgemeinheit, n mlich bezogen auf einen Proze mit finiter Semivariation und Werten in einem Banach-Raum. (Solche Themen wurden bisher nur in Fachzeitschriften abgehandelt; die existierenden B cher beschr nken sich ausnahmslos auf einfachste, durch starke Einschr nkungen praxisuntaugliche F lle.) Geschrieben von einem weltbekannten Experten der stochastischen Integration. (05/00)
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Specificații

ISBN-13: 9780471377382
ISBN-10: 0471377384
Pagini: 448
Dimensiuni: 165 x 235 x 32 mm
Greutate: 0.74 kg
Ediția:New.
Editura: Wiley
Seria Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts

Locul publicării:Hoboken, United States

Public țintă

Graduate level courses on stochastic processes and stochastic integration, and several chapters can be used for an advanced graduate course in measure theory. Also Researchers in: measure and integration theory, functional analysis, probability theory, and stochastic processes.

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Descriere

A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more.