Stochastic Integration in Banach Spaces

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Incorporating Poisson random measures into stochastic (partial) differential equations allows for the modeling of complex systems affected by random fluctuations, such as financial interest rates and temperature variations. The book explores the long-term behavior and sensitivity of solutions, emphasizing integration theory in Banach spaces and addressing non-Gaussian scenarios. Aimed at graduate students and researchers, it requires a foundational understanding of stochastic processes, probability theory, and functional analysis, making it relevant for both natural scientists and finance professionals.