We can't find the internet
Attempting to reconnect
Something went wrong!
Hang in there while we get back on track
£59.07
Cambridge University Press Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)
Price data last checked 85 day(s) ago - refreshing...
Price History & Forecast
Last 6 days • 6 data points (No recent data available)
Price Distribution
Price distribution over 6 days • 2 price levels
Current Price
Price Analysis
Most common price: £64 (4 days, 66.7%)
Price range: £59 - £64
Price levels: 2 different prices over 6 days
Description
Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of càglàd integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical engineering and finance who need to use stochastic differential equations.
Product Specifications
- Format
- paperback
- ASIN
- 0521142148
- Domain
- Amazon UK
- Release Date
- 01 April 2010
- Listed Since
- 04 December 2009
Barcode
No barcode data available
Similar Products You Might Like
93% match
Stochastic Integration in Banach Spaces: Theory and Applications: 73 (Probability Theory and Stochastic Modelling, 73)
Springer
£54.38
08 Mar 2026
93% match
Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)
Springer
£89.73
11 Mar 2026
92% match
Introduction to Stochastic Integration (Modern Birkhäuser Classics)
Birkhauser
£60.16
28 Feb 2026
92% match
Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)
Cambridge University Press
£100.37
28 Jan 2026
92% match
An Introduction to Computational Stochastic PDEs: 50 (Cambridge Texts in Applied Mathematics, Series Number 50)
Cambridge University Press
£104.19
09 Mar 2026
92% match
An Introduction to Computational Stochastic PDEs: 50 (Cambridge Texts in Applied Mathematics, Series Number 50)
Cambridge University Press
£52.00
23 Jan 2026
92% match
An Introduction to Stochastic Dynamics: 51 (Cambridge Texts in Applied Mathematics, Series Number 51)
Cambridge University Press
£50.63
16 Mar 2026
92% match
Elements of Stochastic Dynamics
World Scientific Publishing Company
£68.99
01 Mar 2026
92% match
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)
Cambridge University Press
£116.38
02 Mar 2026
92% match
Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)
Springer
£58.02
13 Apr 2026
92% match
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
Oxford University Press
£59.80
08 Mar 2026
92% match
Stochastic Differential Inclusions and Applications: 80 (Springer Optimization and Its Applications, 80)
Springer
£73.25
22 Feb 2026
92% match
Stochastic Finance: An Introduction with Examples
£82.89
12 Jan 2026
92% match
Non-homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems: 209 (Cambridge Tracts in Mathematics, Series Number 209)
Cambridge University Press
£106.92
12 Jan 2026
92% match
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
CRC Press
£85.40
22 Feb 2026
92% match
Springer Limit Theorems for Stochastic Processes - Vol 288
Springer
£137.56
08 Mar 2026
92% match
Stochastic Integration and Differential Equations: Version 2.1 (Stochastic Modelling and Applied Probability, 21)
Springer
£90.93
07 Jan 2026
92% match
Stochastic Calculus: Applications in Science and Engineering
Birkhauser
£96.53
27 Feb 2026
92% match
Stochastic Integration and Differential Equations: 21 (Stochastic Modelling and Applied Probability, 21)
Springer
£88.57
25 Jan 2026
92% match
A User's Guide to Measure Theoretic Probability: 8 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 8)
Cambridge University Press
£44.44
17 Mar 2026
92% match
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
Cambridge University Press
£63.73
16 Mar 2026
92% match
Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)
Cambridge University Press
£106.68
16 Mar 2026
92% match
Stochastic Differential Equations on Manifolds: 70 (London Mathematical Society Lecture Note Series, Series Number 70)
Cambridge University Press
£56.64
25 Jan 2026
92% match
Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)
Springer
£49.98
10 Jan 2026