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Set-Valued Stochastic Integrals and Applications / by Michał Kisielewicz
(Springer Optimization and Its Applications. ISSN:19316836 ; 157)
版 | 1st ed. 2020. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2020 |
大きさ | XII, 281 p : online resource |
著者標目 | *Kisielewicz, Michał author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Operator theory LCSH:Measure theory FREE:Probability Theory FREE:Operator Theory FREE:Measure and Integration |
一般注記 | Preface -- List of Symbols -- 1. Preliminaries -- 2. Multifunctions -- 3. Decomposable Subsets of the Space Lp(T,F,Mu, X) -- 4. Aumann Stochastic Integrals -- 5. Set-Valued Ito Integrals -- 6. Stochastic Differential Inclusions -- 7. Set-Valued Stochastic Differential Equations and Inclusions -- 8. Stochastic Optimal Control Problems -- 9. Mathematical Finance Problems -- References -- Index 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 Itô , 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 students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals HTTP:URL=https://doi.org/10.1007/978-3-030-40329-4 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030403294 |
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EB00200072 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000134888 |
ISBN | 9783030403294 |
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