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Semimartingale Theory and Stochastic Calculus (Hardcover) Loot Price: R5,855
Discovery Miles 58 550
Semimartingale Theory and Stochastic Calculus (Hardcover): Jia-an Yan, Sheng-Wu He, Jia-Gang Wang

Semimartingale Theory and Stochastic Calculus (Hardcover)

Jia-an Yan, Sheng-Wu He, Jia-Gang Wang

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Loot Price R5,855 Discovery Miles 58 550 | Repayment Terms: R549 pm x 12*

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Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics.

Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.

General

Imprint: Crc Press
Country of origin: United States
Release date: September 1992
First published: 1992
Authors: Jia-an Yan • Sheng-Wu He • Jia-Gang Wang
Dimensions: 280 x 210 x 33mm (L x W x T)
Format: Hardcover
Pages: 400
ISBN-13: 978-0-8493-7715-0
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-8493-7715-3
Barcode: 9780849377150

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