Stochastic Integration with Jumps pdf epub mobi txt 电子书下载 2024

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Bichteler, Klaus

2002-5

516

$ 197.75

9780521811293

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发表于2024-11-24

Stochastic Integration with Jumps epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Stochastic Integration with Jumps pdf epub mobi txt 电子书下载 2024

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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 c...gl...d 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 下载 mobi epub pdf txt 电子书