Stochastic Integration in Banach Spaces : Theory and Applications / Vidyadhar Mandrekar, Barbara Rüdiger
| Stochastic Integration in Banach Spaces : Theory and Applications / Vidyadhar Mandrekar, Barbara Rüdiger |
| Autore | Mandrekar, Vidyadhar |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | VIII, 211 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rüdiger, Barbara |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020] |
| Soggetto non controllato |
Financial applications of other theories
Interest rates stochastic models Lévy processes Partial differential equations Processes with independent increments Quantitative Finance Random measures Stochastic Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0125348 |
Mandrekar, Vidyadhar
|
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| Cham, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Integration in Banach Spaces : Theory and Applications / Vidyadhar Mandrekar, Barbara Rüdiger
| Stochastic Integration in Banach Spaces : Theory and Applications / Vidyadhar Mandrekar, Barbara Rüdiger |
| Autore | Mandrekar, Vidyadhar |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | VIII, 211 p. : ill. ; 24 cm |
| Altri autori (Persone) | Rüdiger, Barbara |
| Soggetto topico |
35B40 - Asymptotic behavior of solutions to PDEs [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Financial applications of other theories
Interest rates stochastic models Lévy processes Partial Differential Equations Processes with independent increments Quantitative Finance Random measures Stochastic Partial Differential Equations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00125348 |
Mandrekar, Vidyadhar
|
||
| Cham, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||