Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications) Book + PRICE WATCH * Amazon pricing is not included in price watch

Stochastic Integration with Jumps (Encyclopedia of Mathematics and its Applications) Book

Stochastic processes with jumps and random measures can be expected to gain importance as drivers in applications like financial mathematics and signal processing. This comprehensive treatise pro vides their complete integration theory. 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.Read More

from£136.96 | RRP: £95.00
* Excludes Voucher Code Discount Also available Used from £1,737.23
  • 0521811295
  • 9780521811293
  • Klaus Bichteler
  • 13 May 2002
  • Cambridge University Press
  • Hardcover (Book)
  • 512
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