Stochastic Integration in Banach Spaces Theory and Applications /

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 b...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Mandrekar, Vidyadhar (Autor), Rüdiger, Barbara (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Probability Theory and Stochastic Modelling, 73
Temas:
Probabilities.
Social sciences > Mathematics.
Differential equations.
Probability Theory.
Mathematics in Business, Economics and Finance.
Differential Equations.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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