Yongtian Wang (ed.); Shengjin Wang (ed.); Yue Liu (ed.); Jian Yang (ed.); Xiaoru Yuan (ed.); Ran He (ed.); Henry Been Duh Springer (2017) Pehmeäkantinen kirja
Shuzhi Sam Ge (ed.); Zhuojing Luo (ed.); Yanen Wang (ed.); Hooman Samani (ed.); Ruihang Ji (ed.); Hongsheng He (ed.) Springer (2025) Pehmeäkantinen kirja
Taylor & Francis Inc Sivumäärä: 560 sivua Asu: Kovakantinen kirja Julkaisuvuosi: 1992, 14.09.1992 (lisätietoa) Kieli: Englanti
Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics.
Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.
