Stochastic Integration in Banach Spaces : Theory and Applications / Vidyadhar Mandrekar, Barbara Rüdiger

• Autore: Mandrekar, Vidyadhar
• Pubblicazione: Cham, : Springer, 2015
• Titolo uniforme: Stochastic Integration in Banach Spaces : Theory and Applications
• Descrizione fisica: VIII, 211 p. : ill. ; 24 cm
• 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
• Altri autori: Rüdiger, Barbara
• Titolo autorizzato: Stochastic Integration in Banach Spaces : Theory and Applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00125348
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-12853-5
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 73