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Jump SDEs and the Study of Their Densities: A Self-Study Book

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Introduces jump processes for students who may not have had previous experience with stochastic processes Expedites understanding of the application of an infinite-dimensional integration by parts formula for jump processe Presents Lévy processes in stages, with exercises to check the reader’s progress

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Introduces jump processes for students who may not have had previous experience with stochastic processes Expedites understanding of the application of an infinite-dimensional integration by parts formula for jump processe Presents Lévy processes in stages, with exercises to check the reader’s progress

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9789813297401
Publisher
Springer
Year
2019
Pages
XIX, 355 p.
Series Title
Universitext
Language
English
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