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Viser: Set-Valued Stochastic Integrals and Applications
Set-Valued Stochastic Integrals and Applications
MichaÅ? Kisielewicz
(2020)
Sprog: Engelsk
Detaljer om varen
- Hardback
- Udgiver: Springer International Publishing AG (Juni 2020)
- ISBN: 9783030403287
The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.
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.