Stochastic integration with jumps:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK ; New York
Cambridge University Press
2002
|
| Schriftenreihe: | Encyclopedia of mathematics and its applications
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Description based on print version record |
| Beschreibung: | 1 online resource (xiii, 501 pages) illustrations |
| ISBN: | 0511020732 0511549873 0521811295 9780511020735 9780511549878 9780521811293 |
Internformat
MARC
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| 245 | 1 | 0 | |a Stochastic integration with jumps |c Klaus Bichteler |
| 264 | 1 | |a Cambridge, UK ; New York |b Cambridge University Press |c 2002 | |
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| 490 | 0 | |a Encyclopedia of mathematics and its applications | |
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| 505 | 8 | 0 | |t Motivation: Stochastic Differential Equations -- |t Wiener Process -- |t The General Model -- |t Integrators and Martingales -- |t The Elementary Stochastic Integral -- |t The Semivariations -- |t Path Regularity of Integrators -- |t Processes of Finite Variation -- |t Martingales -- |t Extension of the Integral -- |t The Daniell Mean -- |t The Integration Theory of a Mean -- |t Countable Additivity in p-Mean -- |t Measurability -- |t Predictable and Previsible Processes -- |t Special Properties of Daniell's Mean -- |t The Indefinite Integral -- |t Functions of Integrators -- |t Ito's Formula -- |t Random Measures -- |t Control of Integral and Integrator -- |t Change of Measure--Factorization -- |t Martingale Inequalities -- |t The Doob-Meyer Decomposition -- |t Semimartingales -- |t Previsible Control of Integrators -- |t Levy Processes -- |t Stochastic Differential Equations -- |t Existence and Uniqueness of the Solution -- |t Stability: Differentiability in Parameters -- |t Pathwise Computation of the Solution -- |t Weak Solutions -- |t Stochastic Flows -- |t Semigroups, Markov Processes, and PDE -- |t Complements to Topology and Measure Theory -- |t Notations and Conventions -- |t Topological Miscellanea -- |t Measure and Integration -- |t Weak Convergence of Measures -- |t Analytic Sets and Capacity -- |t Suslin Spaces and Tightness of Measures -- |t The Skorohod Topology -- |t The L[superscript p]-Spaces -- |t Semigroups of Operators |
| 650 | 4 | |a Intégrales stochastiques | |
| 650 | 4 | |a Processus de sauts | |
| 650 | 7 | |a Stochastische integratie |2 gtt | |
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| 650 | 7 | |a Stochastisches Integral |2 swd | |
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| 650 | 7 | |a Stochastic integrals |2 fast | |
| 650 | 7 | |a MATHEMATICS / Applied |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General |2 bisacsh | |
| 650 | 4 | |a Stochastic integrals | |
| 650 | 4 | |a Jump processes | |
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Datensatz im Suchindex
| _version_ | 1804175393613152256 |
|---|---|
| any_adam_object | |
| author | Bichteler, Klaus |
| author_facet | Bichteler, Klaus |
| author_role | aut |
| author_sort | Bichteler, Klaus |
| author_variant | k b kb |
| building | Verbundindex |
| bvnumber | BV043034614 |
| collection | ZDB-4-EBA |
| contents | Motivation: Stochastic Differential Equations -- Wiener Process -- The General Model -- Integrators and Martingales -- The Elementary Stochastic Integral -- The Semivariations -- Path Regularity of Integrators -- Processes of Finite Variation -- Martingales -- Extension of the Integral -- The Daniell Mean -- The Integration Theory of a Mean -- Countable Additivity in p-Mean -- Measurability -- Predictable and Previsible Processes -- Special Properties of Daniell's Mean -- The Indefinite Integral -- Functions of Integrators -- Ito's Formula -- Random Measures -- Control of Integral and Integrator -- Change of Measure--Factorization -- Martingale Inequalities -- The Doob-Meyer Decomposition -- Semimartingales -- Previsible Control of Integrators -- Levy Processes -- Stochastic Differential Equations -- Existence and Uniqueness of the Solution -- Stability: Differentiability in Parameters -- Pathwise Computation of the Solution -- Weak Solutions -- Stochastic Flows -- Semigroups, Markov Processes, and PDE -- Complements to Topology and Measure Theory -- Notations and Conventions -- Topological Miscellanea -- Measure and Integration -- Weak Convergence of Measures -- Analytic Sets and Capacity -- Suslin Spaces and Tightness of Measures -- The Skorohod Topology -- The L[superscript p]-Spaces -- Semigroups of Operators |
| ctrlnum | (OCoLC)861692903 (DE-599)BVBBV043034614 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | DE-604.BV043034614 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:15:35Z |
| institution | BVB |
| isbn | 0511020732 0511549873 0521811295 9780511020735 9780511549878 9780521811293 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028459264 |
| oclc_num | 861692903 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 online resource (xiii, 501 pages) illustrations |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Encyclopedia of mathematics and its applications |
| spelling | Bichteler, Klaus Verfasser aut Stochastic integration with jumps Klaus Bichteler Cambridge, UK ; New York Cambridge University Press 2002 1 online resource (xiii, 501 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Encyclopedia of mathematics and its applications Description based on print version record Motivation: Stochastic Differential Equations -- Wiener Process -- The General Model -- Integrators and Martingales -- The Elementary Stochastic Integral -- The Semivariations -- Path Regularity of Integrators -- Processes of Finite Variation -- Martingales -- Extension of the Integral -- The Daniell Mean -- The Integration Theory of a Mean -- Countable Additivity in p-Mean -- Measurability -- Predictable and Previsible Processes -- Special Properties of Daniell's Mean -- The Indefinite Integral -- Functions of Integrators -- Ito's Formula -- Random Measures -- Control of Integral and Integrator -- Change of Measure--Factorization -- Martingale Inequalities -- The Doob-Meyer Decomposition -- Semimartingales -- Previsible Control of Integrators -- Levy Processes -- Stochastic Differential Equations -- Existence and Uniqueness of the Solution -- Stability: Differentiability in Parameters -- Pathwise Computation of the Solution -- Weak Solutions -- Stochastic Flows -- Semigroups, Markov Processes, and PDE -- Complements to Topology and Measure Theory -- Notations and Conventions -- Topological Miscellanea -- Measure and Integration -- Weak Convergence of Measures -- Analytic Sets and Capacity -- Suslin Spaces and Tightness of Measures -- The Skorohod Topology -- The L[superscript p]-Spaces -- Semigroups of Operators Intégrales stochastiques Processus de sauts Stochastische integratie gtt Sprungprozess swd Stochastisches Integral swd Jump processes fast Stochastic integrals fast MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Stochastic integrals Jump processes Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 s 1\p DE-604 Erscheint auch als Druck-Ausgabe Bichteler, Klaus Stochastic integration with jumps http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=569252 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Bichteler, Klaus Stochastic integration with jumps Motivation: Stochastic Differential Equations -- Wiener Process -- The General Model -- Integrators and Martingales -- The Elementary Stochastic Integral -- The Semivariations -- Path Regularity of Integrators -- Processes of Finite Variation -- Martingales -- Extension of the Integral -- The Daniell Mean -- The Integration Theory of a Mean -- Countable Additivity in p-Mean -- Measurability -- Predictable and Previsible Processes -- Special Properties of Daniell's Mean -- The Indefinite Integral -- Functions of Integrators -- Ito's Formula -- Random Measures -- Control of Integral and Integrator -- Change of Measure--Factorization -- Martingale Inequalities -- The Doob-Meyer Decomposition -- Semimartingales -- Previsible Control of Integrators -- Levy Processes -- Stochastic Differential Equations -- Existence and Uniqueness of the Solution -- Stability: Differentiability in Parameters -- Pathwise Computation of the Solution -- Weak Solutions -- Stochastic Flows -- Semigroups, Markov Processes, and PDE -- Complements to Topology and Measure Theory -- Notations and Conventions -- Topological Miscellanea -- Measure and Integration -- Weak Convergence of Measures -- Analytic Sets and Capacity -- Suslin Spaces and Tightness of Measures -- The Skorohod Topology -- The L[superscript p]-Spaces -- Semigroups of Operators Intégrales stochastiques Processus de sauts Stochastische integratie gtt Sprungprozess swd Stochastisches Integral swd Jump processes fast Stochastic integrals fast MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Stochastic integrals Jump processes Stochastisches Integral (DE-588)4126478-2 gnd |
| subject_GND | (DE-588)4126478-2 |
| title | Stochastic integration with jumps |
| title_alt | Motivation: Stochastic Differential Equations -- Wiener Process -- The General Model -- Integrators and Martingales -- The Elementary Stochastic Integral -- The Semivariations -- Path Regularity of Integrators -- Processes of Finite Variation -- Martingales -- Extension of the Integral -- The Daniell Mean -- The Integration Theory of a Mean -- Countable Additivity in p-Mean -- Measurability -- Predictable and Previsible Processes -- Special Properties of Daniell's Mean -- The Indefinite Integral -- Functions of Integrators -- Ito's Formula -- Random Measures -- Control of Integral and Integrator -- Change of Measure--Factorization -- Martingale Inequalities -- The Doob-Meyer Decomposition -- Semimartingales -- Previsible Control of Integrators -- Levy Processes -- Stochastic Differential Equations -- Existence and Uniqueness of the Solution -- Stability: Differentiability in Parameters -- Pathwise Computation of the Solution -- Weak Solutions -- Stochastic Flows -- Semigroups, Markov Processes, and PDE -- Complements to Topology and Measure Theory -- Notations and Conventions -- Topological Miscellanea -- Measure and Integration -- Weak Convergence of Measures -- Analytic Sets and Capacity -- Suslin Spaces and Tightness of Measures -- The Skorohod Topology -- The L[superscript p]-Spaces -- Semigroups of Operators |
| title_auth | Stochastic integration with jumps |
| title_exact_search | Stochastic integration with jumps |
| title_full | Stochastic integration with jumps Klaus Bichteler |
| title_fullStr | Stochastic integration with jumps Klaus Bichteler |
| title_full_unstemmed | Stochastic integration with jumps Klaus Bichteler |
| title_short | Stochastic integration with jumps |
| title_sort | stochastic integration with jumps |
| topic | Intégrales stochastiques Processus de sauts Stochastische integratie gtt Sprungprozess swd Stochastisches Integral swd Jump processes fast Stochastic integrals fast MATHEMATICS / Applied bisacsh MATHEMATICS / Probability & Statistics / General bisacsh Stochastic integrals Jump processes Stochastisches Integral (DE-588)4126478-2 gnd |
| topic_facet | Intégrales stochastiques Processus de sauts Stochastische integratie Sprungprozess Stochastisches Integral Jump processes Stochastic integrals MATHEMATICS / Applied MATHEMATICS / Probability & Statistics / General |
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