Semimartingale Theory and Stochastic Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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He/Wang/yan 作者

CRC Press

譯者

1992-9-14 出版日期

400 頁數

USD 179.95 價格

Hardcover

叢書系列

9780849377150 圖書編碼

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發表於2024-12-26

Semimartingale Theory and Stochastic Calculus 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Semimartingale Theory and Stochastic Calculus 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Semimartingale Theory and Stochastic Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Semimartingale Theory and Stochastic Calculus 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Semimartingale Theory and Stochastic Calculus 在線電子書圖書描述

"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 在線電子書下載 mobi epub pdf txt 在線電子書下載

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