Book contents
- Frontmatter
- Contents
- Preface
- Chapter 1 Introduction
- Chapter 2 Integrators and Martingales
- Chapter 3 Extension of the Integral
- Chapter 4 Control of Integral and Integrator
- Chapter 5 Stochastic Differential Equations
- Appendix A Complements to Topology and Measure Theory
- Appendix B Answers to Selected Problems
- References
- Index of Notations
- Index
Contents
Published online by Cambridge University Press: 29 January 2010
- Frontmatter
- Contents
- Preface
- Chapter 1 Introduction
- Chapter 2 Integrators and Martingales
- Chapter 3 Extension of the Integral
- Chapter 4 Control of Integral and Integrator
- Chapter 5 Stochastic Differential Equations
- Appendix A Complements to Topology and Measure Theory
- Appendix B Answers to Selected Problems
- References
- Index of Notations
- Index
Summary
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- Type
- Chapter
- Information
- Stochastic Integration with Jumps , pp. vii - xPublisher: Cambridge University PressPrint publication year: 2002