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Stochastic intergration with jumps
Material type:
TextPublication details: New York: Cambridge University Press, 2002Description: xi,501p.: 24cmISBN: - 9780521142144
- MATH QA274.22.B53
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | Directorate of Library Services (UDSM) | Mathematics Department | MATH QA274.22.B53 (Browse shelf(Opens below)) | Available | 000000298552 |
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| MATH QA274.7.H34 Finite markov chains and algorithmic application | MATH QA274.7.M49 Markov chains and stochastic stability | MATH QA274.7.S765 2005 An introduction to markov processes | MATH QA274.22.B53 Stochastic intergration with jumps | MATH QA274.23.K37 Asymptotic parameter estimation theory for stochastic differential equations | MATH QA274.23.K56 2010 Numerical solution of stochastic differential equations with jumps in finance | MATH QA274.23.K56 2010 Numerical solution of stochastic differential equations |
Includes reference and index
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