Vector Integration
Language: English
Published by John Wiley & Sons Feb 2000, 2000
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 256.70
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Add to basketItem description from seller
Neuware - A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to stochastic integration, opening up the field for researchers in measure and integration theory,functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic integration in Banach spaces Nicolae Dinculeanu compiles and consolidates information from disparate journal articles-including his own results-presenting a comprehensive, up-to-date treatment of the theory in two major parts. He first develops a general integration theory, discussing vector integration with respect to measures with finite semivariation, then applies the theory to stochastic integration in Banach spaces. Vector Integration and Stochastic Integration in Banach Spaces goes far beyond the typical treatment of the scalar case given in other books on the subject. Along with such applications of the vector integration as the Reisz representation theorem and the Stieltjes integral for functions of one or two variables with finite semivariation, it explores the emergence of new classes of summable processes that make applications possible, including square integrable martingales in Hilbert spaces and processes with integrable variation or integrable semivariation in Banach spaces. Numerous references to existing results supplement this exciting, breakthrough work.; Dieser Band erläutert die Theorie der stochastischen Integration erstmals auf einer hohen Ebeneder Allgemeinheit, nämlich bezogen auf einen Prozeß mit finiter Semivariation und Werten in einem Banach-Raum. (Solche Themen wurden bisher nur in Fachzeitschriften abgehandelt; die existierenden Bücher beschränken sich ausnahmslos auf einfachste, durch starke Einschränkungen praxisuntaugliche Fälle.) Geschrieben von einem weltbekannten Experten der stochastischen Integration. (05/00).…
Seller Inventory # 9780471377382
- Title
- Vector Integration
- Author
- Dinculeanu
- Publisher
- John Wiley & Sons Feb 2000
- Publication year
- 2000
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0471377384
- ISBN 13
- 9780471377382
- Item weight
- 877 grams
- Dimensions
- 240x161x30 mm
"Synopsis" may belong to another edition of this title.
About the Author
Nicolae Dinculeanu is the author of Vector Integration and Stochastic Integration in Banach Spaces, published by Wiley.
"About the title" may belong to another edition of this title.
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