中图分类法:	O177.2 版次：
著者:	Mandrekar, V.
题名:	Stochastic integration in Banach spaces : [ theory and applications /] / ,
载体形态:	viii, 211 pages : illustrations ; 24 cm.
内容提要:	Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena. By using such equations the present book introduces a new method for modeling the states of complex systems perturbed by random sources over time, such as interest rates in financial markets or temperature distributions in a specific region. It studies properties of the solutions of the stochastic equations, observing the long-term behavior and the sensitivity of the solutions to changes in the initial data. The authors consider an integration theory of measurable and adapted processes in appropriate Banach spaces as well as the non-Gaussian case, whereas most of the literat