Klaus Bichteler, Bichteler Klaus

Stochastic Integration with Jumps

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 516
• Erscheinungstermin: 1. April 2010
• Englisch
• Abmessung: 234mm x 156mm x 28mm
• Gewicht: 775g
• ISBN-13: 9780521142144
• ISBN-10: 0521142148
• Artikelnr.: 29505348

Inhaltsangabe

Preface
1. Introduction
2. Integrators and martingales
3. Extension of the integral
4. Control of integral and integrator
5. Stochastic differential equations
Appendix A. Complements to topology and measure theory
Appendix B. Answers to selected problems
References
Index.