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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
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
Additional information
| Book Format | Hardcover, Softcover |
|---|
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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