Téléchargez le livre : General Stochastic Measures

General Stochastic Measures

Integration, Path Properties and Equations

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Éditeur :

Wiley-ISTE


Paru le : 2022-08-23



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Description

This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases.
General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed.
The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.
Pages
272 pages
Collection
n.c
Parution
2022-08-23
Marque
Wiley-ISTE
EAN papier
9781786308283
EAN PDF
9781394163915
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
2417 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
148,86 €
EAN EPUB
9781394163922
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
11868 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
148,86 €

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