Semimartingale Theory and Stochastic Calculus 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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He/Wang/yan 作者

CRC Press

译者

1992-9-14 出版日期

400 页数

USD 179.95 价格

Hardcover

丛书系列

9780849377150 图书编码

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Semimartingale Theory and Stochastic Calculus 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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"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. This 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.

Semimartingale Theory and Stochastic Calculus 在线电子书下载 mobi epub pdf txt 在线电子书下载

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