Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89) - Image 1

£128.93

Cambridge University Press Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)

Name: Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)
Brand: Cambridge University Press
Price: 128.93 GBP
Availability: InStock

Reference

About as cheap as it gets. The only time it was cheaper was 1 month ago.

£129 today · all-time low £129 (May 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 51 days • 51 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 51 days • 1 price levels

Days at Price

Price Analysis

Most common price: £129 (51 days, 100.0%)

Price range: £129 - £129

Price levels: 1 different prices over 51 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

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521811295
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Reference
Domain: Amazon UK
Release Date: 13 May 2002
Listed Since: 02 February 2007

Barcode

No barcode data available

Cambridge University Press Stochastic Integration with Jumps: 89 (Encyclopedia of Mathematics and its Applications, Series Number 89)

About as cheap as it gets. The only time it was cheaper was 1 month ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Stochastic World (Mathematical Engineering)

Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)

Stochastic Analysis with Financial Applications: Hong Kong 2009: 65 (Progress in Probability, 65)

Stopping Times and Directed Processes: 47 (Encyclopedia of Mathematics and its Applications, Series Number 47)

Applied Stochastic Processes and Control for Jump Diffusions: Modeling, Analysis, and Computation: 13 (Advances in Design and Control, Series Number 13)

Probabilistic Properties of Deterministic Systems

Stochastic Approximation: A Dynamical Systems Viewpoint: 48 (Texts and Readings in Mathematics, 48)

Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance

Set-Valued Stochastic Integrals and Applications: 157 (Springer Optimization and Its Applications, 157)

Mouvement brownien, martingales et calcul stochastique: 71 (Mathématiques et Applications, 71)

Stochastic Differential Equations (Mathematics Research Developments)

Path Integrals in Physics: Volume I Stochastic Processes and Quantum Mechanics: 1 (Series in Mathematical and Computational Physics)

Stochastic Optimization in Continuous Time

Stochasticity in Processes: Fundamentals and Applications to Chemistry and Biology (Springer Series in Synergetics)

Seminar on Stochastic Analysis, Random Fields and Applications IV: Centro Stefano Franscini, Ascona, May 2002: 58 (Progress in Probability, 58)

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications: 79 (Probability Theory and Stochastic Modelling, 79)

Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics)

Exponential Families of Stochastic Processes (Springer Series in Statistics)

Brownian Motion, Martingales, and Stochastic Calculus: 274 (Graduate Texts in Mathematics, 274)

Random Walks on Infinite Graphs and Groups: 138 (Cambridge Tracts in Mathematics, Series Number 138)

Recent Advances in Stochastic Calculus (Progress in Automation and Information Systems)

Statistical Inference for Ergodic Diffusion Processes (Springer Series in Statistics)

Probability and Stochastic Processes for Physicists (UNITEXT for Physics)

Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)