ENGLISH

Set-Valued Stochastic Integrals and Applications

By Michał Kisielewicz

Book information

Publisher
Springer International Publishing;Springer
Year
2020
ISBN
9783030403287, 9783030403294
DOI
10.1007/978-3-030-40329-4
Language
english
Format
PDF
Filesize
4 MB (3809872 bytes)
Series
Springer Optimization and Its Applications 157
Edition
1st ed.
Pages
XII, 281\287
Time added
2021-01-06 05:41:07
Mathematics; Probability Theory and Stochastic Pro

Description

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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