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Viac informácií o knihe Stochastic Integration with Jumps

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Anotácia knihy

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

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Stochastic Integration with Jumps
• Autor: Klaus Bichteler
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 516
• EAN: 9780521811293
• ISBN: 0521811295
• ID: 02044513
• Nakladateľ: Cambridge University Press
• Hmotnosť: 897 g
• Rozmery: 242 × 164 × 34 mm
• Dátum vydania: 13. May 2002

Obľúbené z iného súdka

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