OUR STORE IS CLOSED ON ANZAC DAY: THURSDAY 25 APRIL

Close Notification

Your cart does not contain any items

Semimartingale Theory and Stochastic Calculus

Sheng-Wu He Jia-Gang Wang Jia-an Yan

$378

Hardback

Not in-store but you can order this
How long will it take?

QTY:

English
CRC Press Inc
14 September 1992
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.

By:   , ,
Imprint:   CRC Press Inc
Country of Publication:   United States
Dimensions:   Height: 234mm,  Width: 156mm,  Spine: 31mm
Weight:   952g
ISBN:   9780849377150
ISBN 10:   0849377153
Pages:   560
Publication Date:  
Audience:   College/higher education ,  Professional and scholarly ,  Professional & Vocational ,  A / AS level ,  Further / Higher Education
Format:   Hardback
Publisher's Status:   Active

He Sheng-Wu, Jia-Gang Wang, Jia-an Yan

See Also