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Vector Integration and Stochastic Integration in Banach Spaces, 9780471377382
Hardcover
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 extraordinarily successful application to financial mathematics, stochastic differential equations, and more.

Vector Integration and Stochastic Integration in Banach Spaces

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$551.32

  • Hardcover

    474 pages

  • Release Date

    21 January 2000

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Summary

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 extraordinarily 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 stoch…

Book Details

ISBN-13:9780471377382
ISBN-10:0471377384
Series:Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts
Author:Nicolae Dinculeanu
Publisher:John Wiley & Sons Inc
Imprint:Wiley-Interscience
Format:Hardcover
Number of Pages:474
Edition:1st
Release Date:21 January 2000
Weight:758g
Dimensions:245mm x 168mm x 26mm
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Critics Review

”…an important tool…gives the newest results in this field…shows an important application of vector integration…” (Bulletin of the Belgian Mathematical Society, Vol 11(1), 2004) “…it can be expected that…just like the author’s 1967 volume, this book will stimulate further research on vector stochastic integration and can serve as a graduate-level reference work.” (Mathematical Reviews Issue 2001h) “Dense, detailed, comprehensive introduction. Contains…material only found before in journals…” (American Mathematical Monthly, March 2002) “…a highly technical book.” (The Mathematical Gazette, March 2002) “The author of this important and interesting book is a well-known specialist on vector measures.” (Zentralblatt Math, Vol.974, No. 24 2001)

About The Author

Nicolae Dinculeanu

Nicolae Dinculeanu is the author of Vector Integration and Stochastic Integration in Banach Spaces, published by Wiley.

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