Isbn: 9780521811293 - stochastic integration with jumps hardback: 89 (encyclopedia of mathematics and its applications, series number 89) (12 resultados)

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: New.

Condición: New. The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 516 pages, 17 b/w illus. 1 table 745 exercises. BIC Classification: PBK. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 29. Weight in Grams: 897. . 2002. Illustrated. hardcover. . . . . …

Condición: New. In English.

Condición: New. The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 516 pages, 17 b/w illus. 1 table 745 exercises. BIC Classification: PBK. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 29. Weight in Grams: 897. . 2002. Illustrated. hardcover. . . . . Books ship from the US and Ireland. …

Condición: New. pp. 516 Index.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Hardcover. Condición: new. Hardcover. 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 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. This reference develops stochastic integration theory for semimartingales and random measures from a common point of view. Full proofs are given for all results, and motivation is stressed throughout. An appendix contains most of the analysis that readers will need as a prerequisite. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.InhaltsverzeichnisPreface 1. Introduction 2. Integrators and martingales 3. Extension of the integral. …

Buch. Condición: Neu. Stochastic Integration with Jumps | Klaus Bichteler (u. a.) | Buch | Gebunden | Englisch | 2008 | Cambridge University Press | EAN 9780521811293 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Condición: New. Print on Demand pp. 516 Illus.

Condición: New. PRINT ON DEMAND pp. 516.