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Random Evolutions and Their Applications

Aus der Reihe Mathematics and Its Applications

49,99 €

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

30.04.1997

Verlag

Springer Netherland

Seitenzahl

183

Maße (L/B/H)

24,1/16/1,7 cm

Gewicht

490 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-0-7923-4533-6

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

30.04.1997

Verlag

Springer Netherland

Seitenzahl

183

Maße (L/B/H)

24,1/16/1,7 cm

Gewicht

490 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-0-7923-4533-6

Herstelleradresse

Springer-Verlag GmbH
Tiergartenstr. 17
69121 Heidelberg
DE

Email: ProductSafety@springernature.com

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  • Produktbild: Random Evolutions and Their Applications
  • Produktbild: Random Evolutions and Their Applications
  • Definition and Classification of Semi-Markov Random Evolutions.- ESS in Semi-Markov Random Media.- Martingale Methods in RE.- Organization of the Handbook.- Structure of the Handbook.- Historical and Bibliographical Remarks to the Introduction.- 1 Multiplicative Operator Functionals.- 1.1 Semigroups of Operators.- 1.2 Additive and Multiplicative Functionals.- 1.3 Multiplicative Operator Functionals.- 1.4 Representations of MOF.- 1.5 Dual MOF.- 1.6 MOF Underlying Superprocesses.- 1.7 Stochastic Semigroups.- 1.8 Construction of a Markov Process by Multiplicative Functionals.- 1.9 Additive Operator Functionals.- 1.10 MOF on a Finite Markov Chain.- 2 Random Evolutions.- 2.1 Definition and Classification of Random Evolutions.- 2.2 Models of Random Evolutions.- 2.3 Evolutionary Equations.- 2.4 Martingale Methods in Random Evolutions.- 2.5 The Analogue of Dynkin’s Formula for MOF and Random Evolutions.- 2.6 Boundary Value Problems for MOF and RE.- 2.7 Stability of Random Evolutions.- 2.8 Control of Random Evolution Historical and Bibliographical Remarks to Chapter 2.- 3 Limit Theorems for Random Evolutions.- 3.1 Limit theorems for models of random evolutions.- 3.2 Weak Convergence of Random Evolutions.- 3.3 Averaging of SMRE in a Series Scheme.- 3.4 Diffusion Approximation of SMRE in a Series Scheme.- 3.5 Averaging of SMRE in Reducible Phase Space. Merged RE.- 3.6 Diffusion Approximation of SMRE in a Reducible Phase Space.- 3.7 Normal deviations of SMRE.- 3.8 Rates of Convergence in the Limit Theorems for SMRE.- 3.9 Ergodic Theorem for MOF on a Markov Chain.- 4 Applications of Evolutionary Stochastic Systems.- 4.1 Random Evolutions as an Evolutionary Stochastic Systems in Random Media.- 4.2 Averaging and Merging of Evolutionary Stochastic Systems.- 4.3 DiffusionApproximation of Evolutionary Stochastic Systems.- 4.4 Rates of Convergence in the Limit Theorems for Stochastic Systems.- 4.5 Normal Deviations of Stochastic Systems.- 4.6 Stability of Evolutionary Stochastic Systems.- 4.7 Control of Evolutionary Stochastic Systems.- 5 New Trends in Random Evolutions.- 5.1 The Existence of the Wiener Measure and Related Stochastic Equations.- 5.2 Stochastic Integrals over Martingale Measures.- 5.3 Stochastic Integral Equations over Martingale Measures.- 5.4 Martingale Problems Connected with Stochastic Equations over Martingale Measures.- 5.5 Stochastic Integral Equation for Limiting Random Evolutions.- 5.6 Evolutionary Operator Equations Driven by the Wiener Martingale Measure.- 5.7 Random Evolutions in Financial Mathematics: Hedging of Options.