En savoir plus
Zusatztext "...this book will stimulate further research on vector stochastic integration and can serve as a graduate-level reference work." (Mathematical Reviews Issue! 2001h)"Dense! detailed! comprehensive introduction. Contains...material only found before in journals..." (American Mathematical Monthly! March 2002)"The author of this important and interesting book is a well-known specialist on vector measures." (Zentralblatt Math! Vol.974! No. 24 2001) Informationen zum Autor Nicolae Dinculeanu is the author of Vector Integration and Stochastic Integration in Banach Spaces, published by Wiley. Klappentext Dieser Band erläutert die Theorie der stochastischen Integration erstmals auf einer hohen Ebene der 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) Zusammenfassung 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. Inhaltsverzeichnis Vector Integration. The Stochastic Integral. Martingales. Processes with Finite Variation. Processes with Finite Semivariation. The Itô Formula. Stochastic Integration in the Plane. Two-Parameter Martingales. Two-Parameter Processes with Finite Variation. Two-Parameter Processes with Finite Semivariation. References.
Table des matières
Vector Integration.
The Stochastic Integral.
Martingales.
Processes with Finite Variation.
Processes with Finite Semivariation.
The Itô Formula.
Stochastic Integration in the Plane.
Two-Parameter Martingales.
Two-Parameter Processes with Finite Variation.
Two-Parameter Processes with Finite Semivariation.
References.
Commentaire
"...an important tool...gives the newest results in this field...shows an important application of vector integration..." (Bulletin of the Belgian Mathematical Society, Vol 11(1), 2004)
"...it can be expected that...just like the author's 1967 volume, this book will stimulate further research on vector stochastic integration and can serve as a graduate-level reference work." (Mathematical Reviews Issue 2001h)
"Dense, detailed, comprehensive introduction. Contains...material only found before in journals..." (American Mathematical Monthly, March 2002)
"...a highly technical book." (The Mathematical Gazette, March 2002)
"The author of this important and interesting book is a well-known specialist on vector measures." (Zentralblatt Math, Vol.974, No. 24 2001)
