Skip to main content
PBS logo
 
 

Search - Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications)

Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications)
Stochastic Integration with Jumps - Encyclopedia of Mathematics and its Applications
Author: Klaus Bichteler
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 aut...  more »
ISBN-13: 9780521142144
ISBN-10: 0521142148
Publication Date: 4/1/2010
Pages: 516
Edition: 1
Rating:
  ?

0 stars, based on 0 rating
Publisher: Cambridge University Press
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
Reviews: Amazon | Write a Review