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Stochastic integration with jumps
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2002
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| Acceso en línea: | http://cds.cern.ch/record/1625316 |
| Sumario: | The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. |
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