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Vector Integration and Stochastic Integration in Banach Spaces

by Nicolae Dinculeanu

  • ISBN: 9780471377382
  • ISBN10: 0471377384

Vector Integration and Stochastic Integration in Banach Spaces

by Nicolae Dinculeanu

  • List Price: $226.75
  • Binding: Hardcover
  • Publisher: John Wiley & Sons
  • Publish date: 02/01/2000
  • ISBN: 9780471377382
  • ISBN10: 0471377384
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Description: Stochastic integration has become a hot topic in recent decades, due to its spectacularly successful application to financial mathematics. This book presents for the first time the theory of stochastic integration at the highest level of generality, namely, integration with respect to a process with finite semivariation (rather than finite variation) and with values in a Banach space (rather than a Hilbert space).
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