Semimartingale Theory and Stochastic Calculus

by He Sheng-Wu, He/Wang/Yan, Sheng-Wu He, et al.

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity,...

• Format: Hardcover
• Language: English
• ISBN: 0849377153
• ISBN13: 9780849377150
• Release Date: September 1992
• Publisher: Routledge
• Length: 560 Pages
• Weight: 2.04 lbs.
• Dimensions: 1.2" x 6.2" x 9.9"