Stochastic Integration in Banach Spaces

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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...
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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...
Read more
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  • Formats: pdf
  • ISBN: 9783319128535
  • Publication Date: 3 Dec 2014
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM