Random Evolutions and their Applications: New Trends
Author:   Anatoly Swishchuk
Publisher:   Springer
Edition:   Softcover reprint of hardcover 1st ed. 2000
Volume:   504
ISBN:  

9789048154418


Pages:   294
Publication Date:   06 December 2010
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Random Evolutions and their Applications: New Trends


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Overview

This book is devoted to new trends in random evolution and their applications to the stochastic evolutionary system. It contains new developments such as an analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, stochastic evolutionary equations, and driven martingale measures. In addition, it treats statistics of random evolutions processes, statistics of financial stochastic models, and stochastic stability and control of financial markets. Audience: This volume will be of interest to research and applied mathematicians working in the fields of applied probability, stochastic processes, and random evolutions, as well as experts in statistics, finance and insurance.

Full Product Details

Author:   Anatoly Swishchuk
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of hardcover 1st ed. 2000
Volume:   504
Dimensions:   Width: 16.00cm , Height: 1.60cm , Length: 24.00cm
Weight:   0.539kg
ISBN:  

9789048154418


ISBN 10:   9048154413
Pages:   294
Publication Date:   06 December 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

1 Random Evolutions (RE).- 2 Stochastic Evolutionary Systems.- 3 Random Evolution Equations Driven by Space-Time White Noise.- 4 Analogue of Dynkin’s Formula (ADF) for Multiplicative Operator Functionals (MOF), RE and SES.- 5 Boundary Value Problems (BVP) for RE and SES.- 6 Stochastic Stability of RE and SES.- 7 Stochastic Optimal Control of Random Evolutions and SES.- 8 Statistics of SES.- 9 Random Evolutions in Financial Mathematics Incomplete Market.- 10 Random Evolutions in Insurance Mathematics. Incomplete Market.- 11 Stochastic Stability of Financial and Insurance Stochastic Models.- 12 Stochastic Optimal Control of Financial and Insurance Stochastic Models.- 13 Statistics of Financial Stochastic Models.

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