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Stochastic integration with jumps /
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2002.
|
| Colección: | Encyclopedia of mathematics and its applications.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Bichteler, Klaus. | |
| 245 | 1 | 0 | |a Stochastic integration with jumps / |c Klaus Bichteler. |
| 264 | 1 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2002. | |
| 300 | |a 1 online resource (xiii, 501 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 490 | 1 | |a Encyclopedia of mathematics and its applications | |
| 504 | |a Includes bibliographical references (pages 477-482) and indexes. | ||
| 505 | 0 | 0 | |t Motivation: Stochastic Differential Equations -- |t Wiener Process -- |t The General Model -- |t Integrators and Martingales -- |t The Elementary Stochastic Integral -- |t The Semivariations -- |t Path Regularity of Integrators -- |t Processes of Finite Variation -- |t Martingales -- |t Extension of the Integral -- |t The Daniell Mean -- |t The Integration Theory of a Mean -- |t Countable Additivity in p-Mean -- |t Measurability -- |t Predictable and Previsible Processes -- |t Special Properties of Daniell's Mean -- |t The Indefinite Integral -- |t Functions of Integrators -- |t Ito's Formula -- |t Random Measures -- |t Control of Integral and Integrator -- |t Change of Measure--Factorization -- |t Martingale Inequalities -- |t The Doob-Meyer Decomposition -- |t Semimartingales -- |t Previsible Control of Integrators -- |t Levy Processes -- |t Stochastic Differential Equations -- |t Existence and Uniqueness of the Solution -- |t Stability: Differentiability in Parameters -- |t Pathwise Computation of the Solution -- |t Weak Solutions -- |t Stochastic Flows -- |t Semigroups, Markov Processes, and PDE -- |t Complements to Topology and Measure Theory -- |t Notations and Conventions -- |t Topological Miscellanea -- |t Measure and Integration -- |t Weak Convergence of Measures -- |t Analytic Sets and Capacity -- |t Suslin Spaces and Tightness of Measures -- |t The Skorohod Topology -- |t The L[superscript p]-Spaces -- |t Semigroups of Operators. |
| 588 | 0 | |a Print version record. | |
| 520 | |a The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Stochastic integrals. | |
| 650 | 0 | |a Jump processes. | |
| 650 | 6 | |a Intégrales stochastiques. | |
| 650 | 6 | |a Processus de sauts. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Jump processes |2 fast | |
| 650 | 7 | |a Stochastic integrals |2 fast | |
| 650 | 7 | |a Sprungprozess |2 gnd | |
| 650 | 7 | |a Stochastisches Integral |2 gnd | |
| 650 | 1 | 7 | |a Stochastische integratie. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Bichteler, Klaus. |t Stochastic integration with jumps |z 0521811295 |w (DLC) 2001043017 |w (OCoLC)47443931 |
| 830 | 0 | |a Encyclopedia of mathematics and its applications. | |
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