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Stochastic flows and jump-diffusions
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processe...
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| Lenguaje: | eng |
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Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-13-3801-4 http://cds.cern.ch/record/2670562 |