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Stochastic Integration in Banach Spaces pp 135–163Cite as

Applications

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Part of the book series: Probability Theory and Stochastic Modelling ((PTSM,volume 73))

Abstract

In this chapter we show how the results of Chap. 5 can be used to solve some problems arising in finance. In addition, we provide motivation for the study of Chap. 5 since the Zakai equation in filtering problems has the form of the SPDEs studied there.

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Authors and Affiliations

  1. Department of Statistics and Probability, Michigan State University, East Lansing, MI, USA

    Vidyadhar Mandrekar

  2. Department of Mathematics and Informatics, University of Wuppertal, Wuppertal, Germany

    Barbara Rüdiger

Authors
  1. Vidyadhar Mandrekar
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  2. Barbara Rüdiger
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Correspondence to Vidyadhar Mandrekar .

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© 2015 Springer International Publishing Switzerland

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Mandrekar, V., Rüdiger, B. (2015). Applications. In: Stochastic Integration in Banach Spaces. Probability Theory and Stochastic Modelling, vol 73. Springer, Cham. https://doi.org/10.1007/978-3-319-12853-5_6

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