Vetenskap & teknik
Pocket
Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus
Jorg-Uwe Lobus
1379:-
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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.
- Format: Pocket/Paperback
- ISBN: 9781470426033
- Språk: Engelska
- Antal sidor: 135
- Utgivningsdatum: 2017-10-30
- Förlag: American Mathematical Society