Stochastic Integration in Banach Spaces : Theory and Applications /
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed b...
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| Main Authors: | , |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Series: | Probability Theory and Stochastic Modelling,
73 |
| Subjects: | |
| Online Access: | Click here to view the full text content |
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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.