Random Evolutions and their Applications: New Trends by Anatoly SwishchukRandom Evolutions and their Applications: New Trends by Anatoly Swishchuk

Random Evolutions and their Applications: New Trends

byAnatoly Swishchuk

Paperback | December 6, 2010

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This book is devoted to new trends in random evolution and their applications to the stochastic evolutionary system. It contains new developments such as an analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, stochastic evolutionary equations, and driven martingale measures. In addition, it treats statistics of random evolutions processes, statistics of financial stochastic models, and stochastic stability and control of financial markets. Audience: This volume will be of interest to research and applied mathematicians working in the fields of applied probability, stochastic processes, and random evolutions, as well as experts in statistics, finance and insurance.
Title:Random Evolutions and their Applications: New TrendsFormat:PaperbackDimensions:310 pages, 9.45 × 6.3 × 0 inPublished:December 6, 2010Publisher:Springer NetherlandsLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9048154413

ISBN - 13:9789048154418

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Table of Contents

Preface. List of Notations. Introduction. 1. Random Evolutions (RE). 2. Stochastic Evoluationary Systems. 3. Random Evolution Equations Driven by Space-Time White Noise. 4. Analogue of Dynkin's Formula (ADF) for Multiplicative Operator Functionals (MOF), RE and SES. 5. Boundary Value Problems (BVP) for RE and SES. 6. Stochastic Stability of RE and SES. 7. Stochastic Optimal Control of Random Evolutions and SES. 8. Statistics of SES. 9. Random Evolutions in Financial Mathematics. Incomplete Market. 10. Random Evolutions in Insurance Mathematics. Incomplete Market. 11. Stochastic Stability of Financial and Insurance Stochastic Models. 12. Stochastic Optimal Control of Financial and Insurance Stochastic Models. 13. Statistics of Financial Stochastic Models. Bibliography. Index.