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发表于2024-11-26
Semimartingale Theory and Stochastic Calculus pdf epub mobi txt 电子书 下载 2024
"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.
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Semimartingale Theory and Stochastic Calculus pdf epub mobi txt 电子书 下载 2024