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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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Lenguaje: | eng |
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Springer
2015
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Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-12853-5 http://cds.cern.ch/record/1980585 |