Stochastic Integration with Jumps

Name: Stochastic Integration with Jumps
Brand: Cambridge University Press
SKU: 9780521811293
Price: 4717 CZK
Availability: InStock

Autor: Klaus Bichteler

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

4 717 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 - Pevná

Vydáno

2002

Stránek

516

EAN

9780521811293

ISBN

0521811295

Enbook ID

02044513

Vydavatel

Cambridge University Press

Hmotnost

897

Rozměry

164 x 242 x 34

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

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Stochastic Integration with Jumps

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Kompletní popis

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