Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus
Häftad, Engelska, 2017
1 109 kr
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The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A?A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process.
Produktinformation
- Utgivningsdatum2017-09-01
- Mått178 x 254 x undefined mm
- Vikt220 g
- FormatHäftad
- SpråkEngelska
- SerieMemoirs of the American Mathematical Society
- FörlagAmerican Mathematical Society
- ISBN9781470426033