Menu

mon compte Connexion

mon panier 0 article

Vous avez entre 15 et 18 ans ? Profitez du Pass Culture à la librairie Eyrolles !
Tous nos rayons
Aucun résultat pour ""

Rayons

Graphisme & Photo Informatique Construction Entreprise & Droit Sciences Littérature Arts & Loisirs Vie pratique Voyage et Tourisme BD et Jeunesse

Déjà client ? Identifiez-vous

Mot de passe oublié ?

Nouveau client ?

CRÉER VOTRE COMPTE
Set-Valued Stochastic Integrals and Applications
Ajouter à une liste

Librairie Eyrolles - Paris 5e
Indisponible

Set-Valued Stochastic Integrals and Applications

Set-Valued Stochastic Integrals and Applications

Michal Kisielewicz

(0 avis) Donner votre avis
281 pages, parution le 26/06/2021
Ajouter à une liste
Indisponible

Résumé

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.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 Ito , 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.

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.

Caractéristiques techniques

  PAPIER
Éditeur(s) Springer
Auteur(s) Michal Kisielewicz
Parution 26/06/2021
Nb. de pages 281
EAN13 9783030403317

Avantages Eyrolles.com

Livraison à partir de 0,01 € en France métropolitaine
Paiement en ligne SÉCURISÉ
Livraison dans le monde
Retour sous 15 jours
+ d'un million et demi de livres disponibles

Consultez aussi

satisfait ou remboursé
Satisfait ou remboursé
Paiement sécurisé
modes de paiement
Paiement à l'expédition
partout dans le monde
Livraison partout dans le monde
Service clients sav.client@eyrolles.com
librairie française
Librairie française depuis 1925
Recevez nos newsletters
Vous serez régulièrement informé(e) de toutes nos actualités.
Inscription