Stochastic Integration with Jumps

Stochastic Integration with Jumps
Author: Klaus Bichteler
Publisher: Cambridge University Press
Total Pages: 517
Release: 2002-05-13
Genre: Mathematics
ISBN: 0521811295

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


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.
Stochastic Integration with Jumps
Language: en
Pages: 517
Authors: Klaus Bichteler
Categories: MATHEMATICS
Type: BOOK - Published: 2014-05-22 - Publisher:

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The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Stochastic Calculus of Variations
Language: en
Pages: 362
Authors: Yasushi Ishikawa
Categories: Mathematics
Type: BOOK - Published: 2016-03-07 - Publisher: Walter de Gruyter GmbH & Co KG

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This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for
PDE and Martingale Methods in Option Pricing
Language: en
Pages: 727
Authors: Andrea Pascucci
Categories: Mathematics
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media

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This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for
Jump SDEs and the Study of Their Densities
Language: en
Pages: 355
Authors: Arturo Kohatsu-Higa
Categories: Mathematics
Type: BOOK - Published: 2019-08-13 - Publisher: Springer

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The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already comple