Jorge A. León

Theory of Stochastic Integrals (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Itô theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 14. März 2025
• Englisch
• ISBN-13: 9781040323014
• Artikelnr.: 73383389

Autorenporträt

Jorge A. León studied the PhD in equivalence of solutions to stochastic evolution equations at the Department of Mathematics of Cinvestav-IPN, Mexico. He has carried out joint research work with internationally recognized researchers. He has mainly contributed to the development of stochastic calculus and integration, and their applications to stochastic differential equations with different interpretations of stochastic integral. He has co-organized several conferences on stochastic analysis among which we can mention the Latin American Congress of Probability and Mathematical Statistics (CLAPEM), the joint meeting between USA and Mexico, Bernoulli-IMSWorld Congress, Symposium on Probability and Mathematics Statistics, which was the most important meeting in probability at Mexico, etc. He has taught at Cinvestav-IPN for 35 years.

Inhaltsangabe

1. Basic Tool and Concepts. 2. Riemann-Stieltjes integral. 3. Classical
Stochastic Integration. 4. Divergence Operator. 5. Forward Integration. 6.
Stratonovich Integration. 7. Stochastic Differential Equations. 8.
Appendix.