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Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus (Memoirs of the American Mathematical Society)

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Description

About the Author Jorg-Uwe Lobus, Linkopings Universitet, Sweden. Product Description The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A?A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
30 October 2017
Listed Since
28 June 2017

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