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2002, ISBN: 9780511889288

ID: 9780511889288

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text 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 results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of caglad integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical engineering and finance who need to use stochastic differential equations. Stochastic Integration with Jumps: Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text 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 results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of caglad integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical engineering and finance who need to use stochastic differential equations., Cambridge University Press

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5, ISBN: 9780511889288

ID: 101159780511889288

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text 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 fea Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text 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 results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of càglàd integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical engineering and finance who need to use stochastic differential equations. Statistics, Mathematics, Stochastic Integration with Jumps~~ Bichteler, Klaus~~Statistics~~Mathematics~~9780511889288, en, Stochastic Integration with Jumps, Bichteler, Klaus, 9780511889288, Cambridge University Press, 05/01/2002, , , , Cambridge University Press, 05/01/2002

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ISBN: 9780511889288

ID: 9780511889288

The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.; PDF \ David E. Evans; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analysis, Cambridge University Press

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ISBN: 9780511889288

ID: 9780511889288

[KW: MATHEMATICS ,PDF ,MATHEMATICS , STATISTICS] <-> <-> MATHEMATICS ,PDF ,MATHEMATICS , STATISTICS

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** Details of the book - Stochastic Integration with Jumps**

EAN (ISBN-13): 9780511889288

Publishing year: 5

Publisher: Cambridge University Press

Book in our database since 24.08.2007 22:51:31

Book found last time on 10.06.2017 22:44:11

ISBN/EAN: 9780511889288

ISBN - alternate spelling:

978-0-511-88928-8

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