Search results for ‘Klaus Bichteler (University of Texas, Austin)’

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      Stochastic Integration with Jumps

      Klaus Bichteler (University of Texas, Austin)

      The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.

      $143.99

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      Cover image for Stochastic Integration with Jumps
      Hardback
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      Stochastic Integration with Jumps

      Klaus Bichteler (University of Texas, Austin)

      This reference develops stochastic integration theory for semimartingales and random measures from a common point of view. Full proofs are given for all results, and motivation is stressed throughout. An…

      $289.99

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