LIBROS DEL AUTOR: barbara rudiger

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  • Stochastic Integration in Banach Spaces
    Barbara Rüdiger / Vidyadhar Mandrekar
    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 by random sources over time, such as interest rates in financial markets or tempe...
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