Литмир - Электронная Библиотека
Stochastic Integration with Jumps
Добавить похожую книгу
Touch of Death
Похожа
Непохожа
Happiness Is a Choice
Похожа
Непохожа
Walking in the Algarve
Автор: Statham Julie (EN)
Похожа
Непохожа
Power of Sovereignty
Автор: Khatab Sayed (EN)
Похожа
Непохожа
Stochastic Integration with Jumps
Author:Bichteler Klaus (EN)
Language of a book: Английский
Language of an original book: Английский
Publisher: Gardners Books

    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 caglad integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical engineering and finance who need to use stochastic differential equations.

    Поделиться:
    ]]>Facebook :0]]>  ]]>Twitter :0]]>  ]]>В контакте :0]]>  ]]>Livejournal :0]]>  ]]>Мой мир :0]]>  ]]>Gmail :0]]>  Email :0  ]]>Скачать :0]]>  
    Мой статус книги:
    Чтобы оставить свою оценку и комментарий вам нужно зайти на сайт или зарегистрироваться

    {"b":"390564","o":30}