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Stochastic Integration with Jumps Paperback – Apr 1 2010

2.0 out of 5 stars 1 customer review

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Product details

  • Paperback: 516 pages
  • Publisher: Cambridge University Press; 1 edition (April 1 2010)
  • Language: English
  • ISBN-10: 0521142148
  • ISBN-13: 978-0521142144
  • Product Dimensions: 15.6 x 2.6 x 23.4 cm
  • Shipping Weight: 721 g
  • Average Customer Review: 2.0 out of 5 stars 1 customer review
  • Amazon Bestsellers Rank: #2,922,742 in Books (See Top 100 in Books)
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Product description

Review

"Questions of measurability turn out to be quite technical in this case, and the book under review provides a comprehensive and thorough study of these issues." Mathematical Reviews

Book Description

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.


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July 18, 2003
Format: Hardcover

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