Download EBOOK Semimartingale Theory and Stochastic Calculus PDF for free
 
Category: Science & Geography
The author of the book: ShengWu He
Format files: PDF, EPUB, TXT, DOCX
The size of the: 4.22 MB
Language: English
ISBN13: 9780849377150
Edition: CRC Press Inc
Date of issue: 14 September 1992

Description of the book "Semimartingale Theory and Stochastic Calculus":
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 selfcontained PDF and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.
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ShengWu He
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