Stochastic integration with jumps /

The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bichteler, Klaus
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2002.
Colección:Encyclopedia of mathematics and its applications.
Temas:
Stochastic integrals.
Jump processes.
Intégrales stochastiques.
Processus de sauts.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Jump processes
Stochastic integrals
Sprungprozess
Stochastisches Integral
Stochastische integratie.
Acceso en línea:Texto completo
Descripción
Sumario:The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Descripción Física:1 online resource (xiii, 501 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 477-482) and indexes.
ISBN:9780511020735
0511020732
9780511549878
0511549873
9781107095861
1107095867
9781139882996
1139882996

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