Stochastic Integration in Banach Spaces (eBook)
VIII, 211 Seiten
Springer International Publishing (Verlag)
978-3-319-12853-5 (ISBN)
Professor Vidyadhar Mandrekar is an expert in stochastic differential equations in infinite dimensional spaces and filtering. In addition he has advised doctoral students in financial mathematics and water flows. He is the first recipient of the Distinguished Faculty Award in the Department of Statistics and Probability at Michigan State University. Professor Barbara Rüdiger graduated at the University Roma 'Tor Vergata' in Mathematics with Mathematical Physics. She moved to Germany with an individual European Marie Curie 'Training and Mobility of Researchers' fellowship in 1997, where she became an expert in stochastic differential equations in infinite dimensional spaces, also with non-Gaussian noise, which she applies in different areas. She is the Chair of the stochastic group at the University of Wuppertal.
Professor Vidyadhar Mandrekar is an expert in stochastic differential equations in infinite dimensional spaces and filtering. In addition he has advised doctoral students in financial mathematics and water flows. He is the first recipient of the Distinguished Faculty Award in the Department of Statistics and Probability at Michigan State University. Professor Barbara Rüdiger graduated at the University Roma “Tor Vergata” in Mathematics with Mathematical Physics. She moved to Germany with an individual European Marie Curie “Training and Mobility of Researchers” fellowship in 1997, where she became an expert in stochastic differential equations in infinite dimensional spaces, also with non-Gaussian noise, which she applies in different areas. She is the Chair of the stochastic group at the University of Wuppertal.
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.
Erscheint lt. Verlag | 3.12.2014 |
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Reihe/Serie | Probability Theory and Stochastic Modelling | Probability Theory and Stochastic Modelling |
Zusatzinfo | VIII, 211 p. |
Verlagsort | Cham |
Sprache | englisch |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Technik | |
Schlagworte | 60H15, 60H05, 60G57, 60G51, 91G30, 91G80, 60G35, 35B40 • financial applications of other theories • interest rates stochastic models • Lévy processes • Partial differential equations • processes with independent increments • Quantitative Finance • Random Measures • stochastic partial differential equations |
ISBN-10 | 3-319-12853-1 / 3319128531 |
ISBN-13 | 978-3-319-12853-5 / 9783319128535 |
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