Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 55,32
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In English.
Sprache: Englisch
Verlag: Springer International Publishing, 2014
ISBN 10: 3319128523 ISBN 13: 9783319128528
Anbieter: moluna, Greven, Deutschland
EUR 79,10
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New.
Sprache: Englisch
Verlag: Springer International Publishing, Cham, 2015
ISBN 10: 3319128523 ISBN 13: 9783319128528
Anbieter: Der Buchfreund, Wien, Österreich
Original-Pappband. Zustand: Sehr gut. gr8 Original-Pappband en Mathematik, Stochastik, Wahrscheinlichkeit (Probability Theory and Stochastic Modelling. Vol. 73); VIII pp., 211 pp.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 141,44
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 2015 edition. 220 pages. 9.50x6.50x0.75 inches. In Stock.
Sprache: Englisch
Verlag: Springer, Palgrave Macmillan, 2014
ISBN 10: 3319128523 ISBN 13: 9783319128528
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literature only focuses on predictable settings in Hilbert spaces. The book is intended for graduate students and researchers in stochastic (partial) differential equations, mathematical finance and non-linear filtering and assumes a knowledge of the required integration theory, existence and uniqueness results and stability theory. The results will be of particular interest to natural scientists and the finance community. Readers should ideally be familiar with stochastic processes and probability theory in general, as well as functional analysis and in particular the theory of operator semigroups.