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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis

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Stochastic Integration with Jumps (Hardcover) Loot Price: R4,353
Discovery Miles 43 530
Repayment Terms: R408 pm x 12*
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Stochastic Integration with Jumps (Hardcover): Klaus Bichteler

Stochastic Integration with Jumps (Hardcover)

Klaus Bichteler

Series: Encyclopedia of Mathematics and its Applications

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Loot Price R4,353 Discovery Miles 43 530 | Repayment Terms: R408 pm x 12*

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Stochastic processes with jumps and random measures are gaining importance as drivers in applications like financial mathematics and signal processing. This book 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 to results from ordinary integration theory, for instance, previsible envelopes and an algorithm computing stochastic integrals of c`agl`ad integrands pathwise.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Encyclopedia of Mathematics and its Applications
Release date: May 2002
First published: 2002
Authors: Klaus Bichteler
Dimensions: 242 x 164 x 34mm (L x W x T)
Format: Hardcover
Pages: 516
ISBN-13: 978-0-521-81129-3
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
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LSN: 0-521-81129-5
Barcode: 9780521811293

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