| 查看: 171 | 回复: 0 | |||
| 当前主题已经存档。 | |||
[交流]
A Book: Stochastic Integration with Jumps
|
|||
|
Stochastic Integration with Jumps Also: Stochastic Integration And Stochastic Differential Equations Hardback (ISBN-13: 9780521811293 | ISBN-10: 0521811295) Published May 2002 | 516 pages | 234 x 156 mm In stock $120.00 (C) 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. Contents 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. http://www.ma.utexas.edu/users/kbi/SDE/C_00.pdf |
回复此楼» 猜你喜欢
一个有机合成实验室都需要哪些设备？
已经有7人回复
-
2026年国自然面上资助率
已经有20人回复
-
面上再次挂了，太难了，躺也躺不了，倦也卷不过，小学校之殇！
已经有22人回复
-
微信指数没变化，科研之友没阅读
已经有18人回复
-
基础研究怎么拉横向，学校到款任务越来越多，难以完成 拉横向，都有哪些途径啊
已经有8人回复
-
HXDI做水性聚氨酯乳液，是不是特别容易出渣
已经有3人回复
-
系统今天又提示维护了，估计离放榜不远了
已经有15人回复
-
你们的时间戳变了吗
已经有4人回复
-
产物和副产物价值比较
已经有5人回复
-
时间戳他又来了
已经有17人回复