Nonlinear Stochastic Integrators, Equations and Flows

Name: Nonlinear Stochastic Integrators, Equations and Flows
Brand: CRC PR INC
Price: 341.75 AUD
Availability: BackOrder

By: Rene A. Carmona (Editor)

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Hardcover | 1 January 1990 | Edition Number 1

At a Glance

Hardcover
160 Pages

Dimensions(cm)
22.9 x 15.2

Hardcover

RRP $399.00

$341.75

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This monograph aims to present and develop a general theory of stochastic integration where the integral is a non-linear function of the integrand. A discussion of the theory and corresponding stochastic calculus is given, providing a generalization of the works of Sznitman on L2-martingales, Le Jan and Watanabe on smooth martingales and Futjiwara and Kunita on the integral with respect to Levy processes.

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