Random Evolutions and their Applications: New Trends
Author:   Anatoly Swishchuk
Publisher:   Springer
Edition:   2000 ed.
Volume:   504
ISBN:  

9780792362647


Pages:   294
Publication Date:   31 May 2000
Format:   Hardback
Availability:   In Print   Availability explained
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Random Evolutions and their Applications: New Trends


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Overview

Covering trends in random evolution and their applications to the stochastic evolutionary system, this work 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. This volume should 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:   2000 ed.
Volume:   504
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   1.370kg
ISBN:  

9780792362647


ISBN 10:   0792362640
Pages:   294
Publication Date:   31 May 2000
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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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