Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Vector Integration and Stochastic Integration in Banach Spaces

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Dinculeanu, Nicolae 作者
譯者
2000-2 出版日期
448 頁數
2440.00元 價格
叢書系列
9780471377382 圖書編碼

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發表於2024-11-28

Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024



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Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 著者簡介


Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 著者簡介


Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Vector Integration and Stochastic Integration in Banach Spaces 在線電子書 圖書描述

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.

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