Stochastic integration with jumps /

Stochastic integration with jumps /

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Bibliographic Details
Author / Creator:Bichteler, Klaus.
Imprint:Cambridge, UK ; New York : Cambridge University Press, 2002.
Description:1 online resource (xiii, 501 pages) : illustrations
Language:English
Series:Encyclopedia of mathematics and its applications
Encyclopedia of mathematics and its applications.
Subject:
Stochastic integrals.
Jump processes.
Jump processes.
Stochastic integrals.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11209479
Hidden Bibliographic Details
ISBN:9780511020735
0511020732
9780511549878
0511549873
9781107095861
1107095867
0521811295
9780521811293
9781139882996
1139882996
Notes:Includes bibliographical references (pages 477-482) and indexes.
Print version record.
Summary:The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Other form:Print version: Bichteler, Klaus. Stochastic integration with jumps 0521811295

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