| 查看: 157 | 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
求调剂
已经有23人回复
-
301求调剂
已经有15人回复
-
304求调剂（085602，过四级，一志愿985）
已经有17人回复
-
302分求调剂 一志愿安徽大学085601
已经有12人回复
-
288环境专硕,求调材料方向
已经有23人回复
-
环境专硕调剂
已经有6人回复
-
22408 调剂材料
已经有6人回复
-
285求调剂
已经有12人回复
-
求调剂
已经有6人回复
-
085600材料与化工301分求调剂院校
已经有19人回复
