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Routledge Semimartingale Theory and Stochastic Calculus

Name: Semimartingale Theory and Stochastic Calculus
Brand: Routledge

Chemistry

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Description

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics. Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.

Product Specifications

Brand: Routledge
Format: hardcover
ASIN: 0849377153
Category: Books > Subjects > Science, Nature & Maths > Chemistry
Domain: Amazon UK
Release Date: 14 September 1992
Listed Since: 05 February 2007

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Routledge Semimartingale Theory and Stochastic Calculus

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