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Stochastic Integration with Jumps

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Stochastic Integration with Jumps Klaus Bichteler
Libristo kod: 02023679
Nakladnici Cambridge University Press, travanj 2010
Stochastic processes with jumps and random measures are importance as drivers in applications like f... Cijeli opis
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Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of c

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Informacije o knjizi

Puni naziv Stochastic Integration with Jumps
Autor Klaus Bichteler
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 516
EAN 9780521142144
ISBN 0521142148
Libristo kod 02023679
Nakladnici Cambridge University Press
Težina 734
Dimenzije 156 x 234 x 23

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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