Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.
Автор: Bichteler Название: Stochastic Integration with Jumps ISBN: 0521811295 ISBN-13(EAN): 9780521811293 Издательство: Cambridge Academ Рейтинг: Цена: 23760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
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