Stochastic Integration with Jumps
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Stochastic Integration with Jumps

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Stochastic processes with jumps and random measures are gaining importance as drivers in applications like financial mathematics and signal processing. This book develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of s...more
Hardcover, 516 pages
Published May 13th 2002 by Cambridge University Press
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Stochastic Integration with Jumps (Paperback)

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