Regularity and Integration Theory for a Class of Stochastic Processes: Applications to Parabolic Problems - Couverture souple

Sperlich, Stefan

 
9783838135953: Regularity and Integration Theory for a Class of Stochastic Processes: Applications to Parabolic Problems
Couverture souple
ISBN 10 : 3838135954 ISBN 13 : 9783838135953
Editeur : Sudwestdeutscher Verlag Fur Hochschulschriften AG, 2012

Synopsis

This book aims to develop a general integration theory for stochastic processes with stationary increments and spectral density. This class of motions particularly allows the simultaneous study of long-range dependence and intermittency effects and includes the most relevant random processes used in modern stochastic analysis. So for instance the Wiener process, the fractional Brownian motion, the fractional Riesz-Bessel motion but also Poisson and Levy processes. The so obtained knowledge on generalised stochastic integration will be used to achieve regularity results and is applied to parabolic Volterra problems with random noise as well as to the problem of anomalous diffusion with stochastic disturbance along the boundary.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Born and raised in Köthen, Stefan studied Mathematics and Economics in Halle (Saale). The father of two left the academic research after conferral of the doctorate in 2009 and crossed lines towards insurance industry.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Sudwestdeutscher Verlag Fur Hochschulschriften AG
Date d'édition
2012
Langue
anglais
ISBN 10 
3838135954
ISBN 13 
9783838135953
Reliure
Broché
Nombre de pages
140
Coordonnées du fabricant
non disponible
Personne responsable
non disponible