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Set-Valued Stochastic Integrals and Applications

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Set-Valued Stochastic Integrals and Applications/ by Michał Kisielewicz.
作者:	Kisielewicz, Michał.
面頁冊數:	XII, 281 p.online resource. :
Contained By:	Springer Nature eBook
標題:	Measure and Integration. -
電子資源:	https://doi.org/10.1007/978-3-030-40329-4
ISBN:	9783030403294

Set-Valued Stochastic Integrals and Applications
Kisielewicz, Michał.

Set-Valued Stochastic Integrals and Applications[electronic resource] /by Michał Kisielewicz. - 1st ed. 2020. - XII, 281 p.online resource. - Springer Optimization and Its Applications,1571931-6828 ;. - Springer Optimization and Its Applications,104.

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.

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.

ISBN: 9783030403294

Standard No.: 10.1007/978-3-030-40329-4doiSubjects--Topical Terms:

672015
Measure and Integration.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Set-Valued Stochastic Integrals and Applications
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