Stochastic Integration in Banach Spaces: Theory and Applications
Author:   Vidyadhar Mandrekar ,  Barbara Rüdiger
Publisher:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2015
Volume:   73
ISBN:  

9783319365220


Pages:   211
Publication Date:   23 August 2016
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Stochastic Integration in Banach Spaces: Theory and Applications


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Author:   Vidyadhar Mandrekar ,  Barbara Rüdiger
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2015
Volume:   73
Dimensions:   Width: 15.50cm , Height: 1.20cm , Length: 23.50cm
Weight:   3.401kg
ISBN:  

9783319365220


ISBN 10:   3319365223
Pages:   211
Publication Date:   23 August 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1.Introduction.- 2.Preliminaries.- 3.Stochastic Integrals with Respect to Compensated Poisson Random Measures.- 4.Stochastic Integral Equations in Banach Spaces.- 5.Stochastic Partial Differential Equations in Hilbert Spaces.- 6.Applications.- 7.Stability Theory for Stochastic Semilinear Equations.- A Some Results on compensated Poisson random measures and stochastic integrals.- References.- Index.

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Author Information

Professor Vidyadhar Mandrekar is an expert in stochastic differential equations in infinite dimensional spaces and filtering. In addition he has advised doctoral students in financial mathematics and water flows. He is the first recipient of the Distinguished Faculty Award in the Department of Statistics and Probability at Michigan State University. Professor Barbara Rüdiger graduated at the University Roma “Tor Vergata” in Mathematics with Mathematical Physics. She moved to Germany with an individual European Marie Curie “Training and Mobility of Researchers” fellowship in 1997, where she became an expert in stochastic differential equations in infinite dimensional spaces, also with non-Gaussian noise, which she applies in different areas. She is the Chair of the stochastic group at the University of Wuppertal.

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