Set-Valued Stochastic Integrals and Applications

Name: Set-Valued Stochastic Integrals and Applications
Brand: Springer Nature Switzerland AG
SKU: 9783030403287
Price: 66.27 EUR
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Autor: Michal Kisielewicz

Jazyk:

Väzba: Pevná

Vydavateľ: Springer Nature Switzerland AG

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66.27 €

This book is among the first concise presentations of the set-valued stochastic integration theory a...

Informácie o knihe

Autor

Michal Kisielewicz

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2020

Stránok

281

EAN

9783030403287

Enbook ID

25391861

Vydavateľ

Springer Nature Switzerland AG

Hmotnosť

612

Rozmery

155 x 235 x 22

Kompletný popis

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 both students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.

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Set-Valued Stochastic Integrals and Applications

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