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Semimartingale Theory and Stochastic Calculus
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Semimartingale Theory and Stochastic Calculus Hardcover - 1992 - 1st Edition

by Sheng-Wu He; Jia-Gang Wang; Jia-An Yan


From the publisher

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.

First line

Readers are assumed to be familiar with the fundamentals of measure theory and probability theory in Loeve or Neveu, such as measure extension theorem, Radon-Nikodym theorem, dominated convergence theorem, Fatou's lemma, Lp-space, Holder's inequality, conditional mathematical expectation, Jensen's inequality, conditional independence, product probability space and Fubini's theorem.

Details

  • Title Semimartingale Theory and Stochastic Calculus
  • Author Sheng-Wu He; Jia-Gang Wang; Jia-An Yan
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 560
  • Volumes 1
  • Language ENG
  • Publisher Routledge
  • Date 1992-09-14
  • ISBN 9780849377150 / 0849377153
  • Weight 2.04 lbs (0.93 kg)
  • Dimensions 9.92 x 6.24 x 1.23 in (25.20 x 15.85 x 3.12 cm)
  • Library of Congress subjects Stochastic analysis, Semimartingales
  • Library of Congress Catalog Number QA274
  • Dewey Decimal Code 519.287
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Semimartingale Theory and Stochastic Calculus

Semimartingale Theory and Stochastic Calculus

by Jia-an Yan

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Semimartingale Theory and Stochastic Calculus
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Semimartingale Theory and Stochastic Calculus

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

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Semimartingale Theory and Stochastic Calculus
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Semimartingale Theory and Stochastic Calculus

by Sheng-Wu He/ Jia-Gang Wang/ Jia-An Yan

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CRC Pr I Llc, 1992. Hardcover. New. 1st edition. 400 pages. 10.00x6.75x1.25 inches.
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Semimartingale Theory and Stochastic Calculus
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Semimartingale Theory and Stochastic Calculus

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Semimartingale Theory and Stochastic Calculus
Stock Photo: Cover May Be Different

Semimartingale Theory and Stochastic Calculus

by Sheng-Wu He/ Jia-Gang Wang/ Jia-An Yan

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  • Hardcover
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Hardcover
ISBN 10 / ISBN 13
9780849377150 / 0849377153
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CRC Pr I Llc, 1992. Hardcover. New. 1st edition. 400 pages. 10.00x6.75x1.25 inches.
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$300.84
$12.56 shipping to USA