Set-valued stochastic integrals and applications. (2020)

• Record Type: Book
• Further Information: Note: Michał Kisielewicz.
• Other Names: Kisielewicz, M (Michał)
• Contents: Preface -- List of Symbols -- 1. Preliminaries -- 2. Multifunctions -- 3. Decomposable Subsets of the Space Lp(T, F, Mu, X) -- 4. Aumann Stochastic Integrals -- 5. Set-Valued Ito Integrals -- 6. Stochastic Differential Inclusions -- 7. Set-Valued Stochastic Differential Equations and Inclusions -- 8. Stochastic Optimal Control Problems -- 9. Mathematical Finance Problems -- References -- Index.
• Publisher Details: Cham : Springer
• Publication Date: 2020
• Extent: 1 online resource
• Subjects: 519.2/2; Stochastic differential equations; Measure theory; Operator theory; Probabilities; Electronic books
• Languages: English
• ISBNs: 9783030403294; 3030403297
• Related ISBNs: 3030403289; 9783030403287
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.