Title: General Stochastic Measures: Integration, Path Properties and Equations
Publisher: ISTE Ltd and John Wiley & Sons Inc
Publication Date: 2022
Language: English
ISBN 10: 1786308282
ISBN 13: 9781786308283
Binding: Hardcover
Condition: New

About this title

Synopsis

This book is devoted to the study of stochastic measures (SMs). An SM is a sigma-additive in probability random function, defined on a sigma-algebra of sets. SMs can be generated by the increments of random processes from many important classes such as square-integrable martingales and fractional Brownian motion, as well as alpha-stable processes. SMs include many well-known stochastic integrators as partial cases.

General Stochastic Measures provides a comprehensive theoretical overview of SMs, including the basic properties of the integrals of real functions with respect to SMs. A number of results concerning the Besov regularity of SMs are presented, along with equations driven by SMs, types of solution approximation and the averaging principle. Integrals in the Hilbert space and symmetric integrals of random functions are also addressed.

The results from this book are applicable to a wide range of stochastic processes, making it a useful reference text for researchers and postgraduate or postdoctoral students who specialize in stochastic analysis.

About the Author

Vadym M. Radchenko is Full Professor in the Department of Mathematical Analysis at Taras Shevchenko National University of Kyiv, Ukraine. His research interests include stochastic integration and stochastic partial differential equations.

"About this title" may belong to another edition of this title.

Store Description

We carry a comprehensive range of out of print and rare books.

Visit Seller's Storefront

Seller's business information

Kennys Bookshops and Art Galleries Limited
Liosban Industrial Estate, Tuam Road, Galway, GY, Ireland

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks websites.

If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date.

For any queries please use the contact seller link or send an email to books@kennys.ie

Conor Kenny

Shipping Terms

All books securely packaged. Some books ship from Ireland.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	14 to 20 business days	13 to 14 business days
First item	US$ 10.50	US$ 21.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.