01045cam0 2200301 450 E60020005948820140108125736.0881500306120100204d1988 |||||ita|0103 baitaIT<<I >>sofistiGeorge B. KerferdBolognaIl mulino1988228 p.21 cmUniversale Paperbacks216001LAEC000155592001 *Universale Paperbacks216Kerferd, George B.A600200059614070447118ITUNISOB20140108RICAUNISOBUNISOB10070917UNISOBFondo|Cosenza161492E600200059488M 102 Monografia moderna SBNM100007815Si70917acquistopregresso2UNISOBUNISOB20100204112309.020140108125033.0menleFondo|Cosenza000892SI161492CosenzadonoNmenleUNISOBUNISOB20140108124949.020140108125018.0menleSofisti824940UNISOB03563nam 22006615 450 991048317220332120250610110327.03-030-40329-79783030403294(eBook)3030403297(eBook)9783030403287(print)10.1007/978-3-030-40329-4(CKB)4100000011321097(MiAaPQ)EBC6237890(DE-He213)978-3-030-40329-4(PPN)248595938(MiAaPQ)EBC29092830(EXLCZ)99410000001132109720200626h20202020 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierSet-valued stochastic integrals and applications /Michał KisielewiczCham :Springer,[2020]©20201 online resource (xii, 281 pages)Springer optimization and its applications,1931-6836 ;1573-030-40328-9 Includes bibliographical references and index.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.Springer optimization and its applications ;v. 157Stochastic differential equationsProbabilitiesOperator theoryMeasure theoryProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Operator Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/M12139Measure and Integrationhttps://scigraph.springernature.com/ontologies/product-market-codes/M12120Stochastic differential equations.Probabilities.Operator theory.Measure theory.Probability Theory and Stochastic Processes.Operator Theory.Measure and Integration.519.2519.22Kisielewicz M(Michał),1064687MiAaPQMiAaPQMiAaPQBOOK9910483172203321Set-Valued Stochastic Integrals and Applications2907074UNINA