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024 7 $a10.1007/978-3-030-40329-4
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035   $a(MiAaPQ)EBC6237890
035   $a(DE-He213)978-3-030-40329-4
035   $a(PPN)248595938
035   $a(MiAaPQ)EBC29092830
035   $a(EXLCZ)994100000011321097
100   $a20200626h20202020  u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aSet-valued stochastic integrals and applications /$fMicha? Kisielewicz
210  1$aCham :$cSpringer,$d[2020]
210  4$d©2020
215   $a1 online resource (xii, 281 pages)
225 1 $aSpringer optimization and its applications,$x1931-6836 ;$v157
311 08$a3-030-40328-9 
320   $aIncludes bibliographical references and index.
327   $aPreface -- 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.
330   $aThis book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Itô , set-valued stochastic Lebesgue, and stochastic Aumann integrals, the volume is divided into nine parts. It begins with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings. The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.
410  0$aSpringer optimization and its applications ;$vv. 157
606   $aStochastic differential equations
606   $aProbabilities
606   $aOperator theory
606   $aMeasure theory
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aOperator Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/M12139
606   $aMeasure and Integration$3https://scigraph.springernature.com/ontologies/product-market-codes/M12120
615  0$aStochastic differential equations.
615  0$aProbabilities.
615  0$aOperator theory.
615  0$aMeasure theory.
615 14$aProbability Theory and Stochastic Processes.
615 24$aOperator Theory.
615 24$aMeasure and Integration.
676   $a519.2
676   $a519.22
700   $aKisielewicz$b M$g(Micha?),$01064687
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910483172203321
996   $aSet-Valued Stochastic Integrals and Applications$92907074
997   $aUNINA