Stochastic integration with jumps
 |
|
Описание:
Bichteler (mathematics, U. of Texas at Austin) aims to present the mathematical underpinning of stochastic analysis. Wiener process is treated for economics students and driving terms with jumps are covered to give mathematics students the background to connect with the literature and discrete time martingales. This leads to the most general Lebesgue-Stieltjes integral. Bichteler identifies the useful Lebesgue-Stieltjes distribution functions among all functions on the line and looks at criteria for process to be useful as "random distribution functions." Integration theory is demonstrated to be useful for finding these criteria.Похожие книги
 | Robust stability and convexity: An introduction Автор: Jacob Kogan Год: 1995 |
| Robust Stability and Convexity: An Introduction (Lecture Notes in Control and Information Sciences) Автор: Jacob Kogan Год: 1995 |
 | Information Theory Tools for Computer Graphics (Synthesis Lectures on Computer Graphics and Animation) Автор: Mateu Sbert, Miguel Feixas, Jaume Rigau Год: 2009 |
 | Coupling marine monitoring and environmental risk assessment of TBT Автор: Jakob Strand Год: 2010 |
 | Tenure Decision-Making at Research Universities in the United States Автор: Theresa Coogan Год: 2010 |
 | Bulk Metallic Glass-Forming Alloys Автор: Yingmin Wang Год: 2010 |