Set-Valued Stochastic Integrals and Applications - Softcover

Kisielewicz, Michał

 
9783030403300: Set-Valued Stochastic Integrals and Applications
Softcover
ISBN 10: 3030403300 ISBN 13: 9783030403300
Publisher: Springer, 2020

This specific ISBN edition is currently not available.

Synopsis

Preface.- List of Symbols.- 1. Preliminaries.- 2. Multifunctions.- 3. Decomposable Subsets of the Space Lp(T,F,Mu, X).- 4. Aumann Stochastic Integrals.- 5. Set-Valued Ito Integrals.- 6. Stochastic Differential Inclusions.- 7. Set-Valued Stochastic Differential Equations and Inclusions.- 8. Stochastic Optimal Control Problems.- 9. Mathematical Finance Problems.- References.- Index.

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Publisher
Springer
Publication date
2020
Language
English
ISBN 10 
3030403300
ISBN 13 
9783030403300
Binding
Paperback

Other Popular Editions of the Same Title

9783030403287: Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157)

Featured Edition

ISBN 10:  3030403289 ISBN 13:  9783030403287
Publisher: Springer, 2020
Hardcover