Lévy Processes and Stochastic Calculus
David Applebaum
but there are better books out there on stochastic calculus
and Levy processes. The material covered is essentially a rewriting of existing mathematics. There are also minor math mistakes throughout. For example on page 197, the definition
of stochastic integration and the definition of random
measures on page 89 are consistent for defining stochastic
integration with respect to Brownian motion only if we
we assume Brownian motion is a function of finite variation which is not.
and Levy processes. The material covered is essentially a rewriting of existing mathematics. There are also minor math mistakes throughout. For example on page 197, the definition
of stochastic integration and the definition of random
measures on page 89 are consistent for defining stochastic
integration with respect to Brownian motion only if we
we assume Brownian motion is a function of finite variation which is not.
Kateqoriyalar:
İl:
2009
Nəşr:
2
Nəşriyyat:
Cambridge University Press
Dil:
english
Səhifələr:
492
ISBN 13:
9780521738651
Seriyalar:
Cambridge Studies in Advanced Mathematics 116
Fayl:
PDF, 2.69 MB
IPFS:
,
english, 2009
Amazon 
Barnes & Noble 
Bookshop.org
Kitab mağazasını əlavə etmək istəyirsiniz? Bizimlə support@z-lib.do ilə əlaqə saxlayın
Faylları çevirin
Daha çox axtarış nəticəsi
Digər üstünlüklər 
Açar ifadələr
Əlaqəli Kitab Siyahıları
