Search Results for: Stochastic Integration With Jumps

Stochastic Integration with Jumps

Stochastic Integration with Jumps
Author :
Publisher : Cambridge University Press
Total Pages : 517
Release :
ISBN-10 : 9780521811293
ISBN-13 : 0521811295
Rating : 4/5 (93 Downloads)
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Book Synopsis Stochastic Integration with Jumps by : Klaus Bichteler

Download or read book Stochastic Integration with Jumps written by Klaus Bichteler and published by Cambridge University Press. This book was released on 2002-05-13 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.


Stochastic Integration with Jumps Related Books

Stochastic Integration with Jumps
Language: en
Pages: 517

Stochastic Integration with Jumps

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.
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PDE and Martingale Methods in Option Pricing

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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
Applied Stochastic Control of Jump Diffusions
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Applied Stochastic Control of Jump Diffusions

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Categories: Mathematics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer Science & Business Media

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Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Elementary Stochastic Calculus with Finance in View
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Elementary Stochastic Calculus with Finance in View

Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

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Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
Lévy Processes and Stochastic Calculus
Language: en
Pages: 461

Lévy Processes and Stochastic Calculus

Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press

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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics