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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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Bibliographic Details
Main Authors: Mandrekar, Vidyadhar, Rüdiger, Barbara (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2015, 2015
Edition:1st ed. 2015
Series:Probability Theory and Stochastic Modelling
Subjects:
Mathematics In Business, Economics And Finance
Probability Theory
Social Sciences / Mathematics
Differential Equations
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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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