Mendeley出力
＜図書＞
Vector integration and stochastic integration in Banach spaces
| 責任表示 | Nicolae Dinculeanu |
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| シリーズ | Pure and applied mathematics |
| データ種別 | 図書 |
| 出版情報 | New York : Wiley , c2000 |
| 本文言語 | 英語 |
| 大きさ | xv, 424 p. ; 25 cm |
| 概要 | A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinaril... successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to stochastic integration, opening up the field for researchers in measure and integration theory, functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic integration in Banach spaces Nicolae Dinculeanu compiles and consolidates information from disparate journal articles-including his own results-presenting a comprehensive, up-to-date treatment of the theory in two major parts. He first develops a general integration theory, discussing vector integration with respect to measures with finite semivariation, then applies the theory to stochastic integration in Banach spaces. Vector Integration and Stochastic Integration in Banach Spaces goes far beyond the typical treatment of the scalar case given in other books on the subject. Along with such applications of the vector integration as the Reisz representation theorem and the Stieltjes integral for functions of one or two variables with finite semivariation, it explores the emergence of new classes of summable processes that make applications possible, including square integrable martingales in Hilbert spaces and processes with integrable variation or integrable semivariation in Banach spaces. Numerous references to existing results supplement this exciting, breakthrough work. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | DINC/10/2 | 2000 |
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023212000001773 |
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書誌詳細
| 一般注記 | Bibliography: p. 413-418 Includes indexes |
|---|---|
| 著者標目 | *Dinculeanu, N. (Nicolae) |
| 件 名 | LCSH:Stochastic integrals LCSH:Banach spaces LCSH:Vector spaces |
| 分 類 | LCC:QA274.22 DC21:519.2 |
| 書誌ID | 1001390794 |
| ISBN | 0471377384 |
| NCID | BA46443524 |
| 巻冊次 | ISBN:0471377384 |
| 登録日 | 2009.11.02 |
| 更新日 | 2017.10.03 |