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Stochastic Integration in Banach Spaces

Stochastic Integration in Banach Spaces

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Price range: ₹6,078.00 through ₹7,329.00

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.

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SKU: NGS004050
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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.

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Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Hardcover]
9783319128528
ISBN [Softcover]
9783319365220
Publisher
Springer
Year
2015
Pages
VIII, 211 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English

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