Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157) - Hardcover

Kisielewicz, Michał

 
9783030403287: Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157)
Hardcover
ISBN 10: 3030403289 ISBN 13: 9783030403287
Publisher: Springer, 2020

Synopsis

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.


"synopsis" may belong to another edition of this title.

From the Back Cover


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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2020
Language
English
ISBN 10 
3030403289
ISBN 13 
9783030403287
Binding
Hardcover
Edition number
1
Number of pages
293

Other Popular Editions of the Same Title

9783030403317: Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157)

Featured Edition

ISBN 10:  3030403319 ISBN 13:  9783030403317
Publisher: Springer, 2021
Softcover