Stochastic Integration with Jumps
(Book #89 in the Encyclopedia of Mathematics and its Applications Series)
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Book Overview
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...
Format:Paperback
Language:English
ISBN:0521142148
ISBN13:9780521142144
Release Date:April 2010
Publisher:Cambridge University Press
Length:516 Pages
Weight:1.58 lbs.
Dimensions:1.0" x 6.1" x 9.2"
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