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Set-Valued Stochastic Integrals and Applications by Kisielewicz

Set-Valued Stochastic Integrals and Applications

by Kisielewicz
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Book cover type: Hardcover
  • ISBN13: 9783030403287
  • Binding: Hardcover
  • Subject: Mathematics and Statistics
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 281
  • Original Price: GBP 48.99
  • Language: English
  • Edition: N/A
  • Item Weight: 590 grams
  • BISAC Subject(s): Probability & Statistics / General, Functional Analysis, and Mathematical Analysis

From the Back Cover

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.

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