Stochastic Integration with Jumps

Download or Read eBook Stochastic Integration with Jumps PDF 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.

Author	: Klaus Bichteler
Publisher	: Cambridge University Press
Total Pages	: 517
Release	: 2002-05-13
ISBN-10	: 9780521811293
ISBN-13	: 0521811295
Rating	: 4/5 (93 Downloads)

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Book Synopsis Stochastic Integration with Jumps by : Klaus Bichteler

Book excerpt: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.

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