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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: | Bichteler, Klaus |
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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 |
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