2002, ISBN: 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 integrati… Más…

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.; PDF; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analysis, Cambridge University Press<

2002, ISBN: 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 integrati… Más…

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.; PDF; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analysis, Cambridge University Press<

2002, ISBN: 9780511889288

eBooks, eBook Download (PDF), Auflage, Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This… Más…

eBooks, eBook Download (PDF), Auflage, 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. [PU: Cambridge University Press], [ED: 1], Cambridge University Press, 2002<

ISBN: 9780511889288

Stochastic Integration with Jumps ab 86.49 € als pdf eBook: . Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik, Medien > Bücher, Stochastic Integration with Jumps - eBook al… Más…

Stochastic Integration with Jumps ab 86.49 € als pdf eBook: . Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik, Medien > Bücher, Stochastic Integration with Jumps - eBook als pdf von Klaus Bichteler - Cambridge University Press - 9780511889288<

ISBN: 9780511889288

The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.; EPUB; Scientific, Technical and Medical > Mathematics > C… Más…

The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.; EPUB; Scientific, Technical and Medical > Mathematics > Calculus & mathematical analysis, University of California Press<