Stochastic integration with jumps / Klaus Bichteler.
The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
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| Online Access: |
Full Text (via Cambridge) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
2002.
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| Series: | Encyclopedia of mathematics and its applications.
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| Subjects: |