Stochastic Integration with Jumps

Name: Stochastic Integration with Jumps
Brand: Cambridge University Press
SKU: 9780521142144
Price: 2409 CZK
Availability: InStock

Autor: Klaus Bichteler

Jazyk:

Vazba: Brožovaná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

2 409 Kč

Stochastic processes with jumps and random measures are importance as drivers in applications like f...

Informace o knize

Autor

Klaus Bichteler

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

516

EAN

9780521142144

ISBN

0521142148

Enbook ID

02023679

Vydavatel

Cambridge University Press

Hmotnost

734

Rozměry

156 x 234 x 23

Kompletní popis

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

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Integration with Jumps

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také