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Stochastic integration with jumps
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2002
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1625316 |
| _version_ | 1780933641474408448 |
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| author | Bichteler, Klaus |
| author_facet | Bichteler, Klaus |
| author_sort | Bichteler, Klaus |
| collection | CERN |
| description | The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories. |
| id | cern-1625316 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2002 |
| publisher | Cambridge University Press |
| record_format | invenio |
| spelling | cern-16253162021-04-21T21:42:24Zhttp://cds.cern.ch/record/1625316engBichteler, KlausStochastic integration with jumpsMathematical Physics and Mathematics The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.Cambridge University Pressoai:cds.cern.ch:16253162002 |
| spellingShingle | Mathematical Physics and Mathematics Bichteler, Klaus Stochastic integration with jumps |
| title | Stochastic integration with jumps |
| title_full | Stochastic integration with jumps |
| title_fullStr | Stochastic integration with jumps |
| title_full_unstemmed | Stochastic integration with jumps |
| title_short | Stochastic integration with jumps |
| title_sort | stochastic integration with jumps |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/1625316 |
| work_keys_str_mv | AT bichtelerklaus stochasticintegrationwithjumps |