Stochastic Integration with Jumps
Author | : Klaus Bichteler |
Publisher | : Cambridge University Press |
Total Pages | : 517 |
Release | : 2002-05-13 |
ISBN-10 | : 9780521811293 |
ISBN-13 | : 0521811295 |
Rating | : 4/5 (295 Downloads) |
Download or read book Stochastic Integration with Jumps written by Klaus Bichteler and published by Cambridge University Press. This book was released on 2002-05-13 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.