Stochastic Integration and Differential Equations
Language: en
Pages: 430
Authors: Philip Protter
Categories: Mathematics
Type: BOOK - Published: 2013-12-21 - Publisher: Springer

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It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts
Introduction to Stochastic Integration
Language: en
Pages: 290
Authors: Hui-Hsiung Kuo
Categories: Mathematics
Type: BOOK - Published: 2006-02-04 - Publisher: Springer Science & Business Media

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Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory
Introduction to Stochastic Integration
Language: en
Pages: 292
Authors: K.L. Chung
Categories: Mathematics
Type: BOOK - Published: 2013-11-09 - Publisher: Springer Science & Business Media

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A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica
Stochastic Integration Theory
Language: en
Pages: 629
Authors: Peter Medvegyev
Categories: Business & Economics
Type: BOOK - Published: 2007-07-26 - Publisher: Oxford University Press, USA

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This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financia
Stochastic Integration with Jumps
Language: en
Pages: 517
Authors: Klaus Bichteler
Categories: Mathematics
Type: BOOK - Published: 2002-05-13 - Publisher: Cambridge University Press

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