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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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Detalles Bibliográficos
Autores principales: Mandrekar, Vidyadhar, Rüdiger, Barbara
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-12853-5
http://cds.cern.ch/record/1980585