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Stochastic integration with jumps

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

Detalles Bibliográficos
Autor principal: Bichteler, Klaus
Lenguaje:eng
Publicado: Cambridge University Press 2002
Materias:
Acceso en línea:http://cds.cern.ch/record/1625316