Book contents
- Frontmatter
- Contents
- Preface
- Chapter 1 Introduction
- Chapter 2 Integrators and Martingales
- Chapter 3 Extension of the Integral
- Chapter 4 Control of Integral and Integrator
- Chapter 5 Stochastic Differential Equations
- Appendix A Complements to Topology and Measure Theory
- Appendix B Answers to Selected Problems
- References
- Index of Notations
- Index
References
Published online by Cambridge University Press: 29 January 2010
- Frontmatter
- Contents
- Preface
- Chapter 1 Introduction
- Chapter 2 Integrators and Martingales
- Chapter 3 Extension of the Integral
- Chapter 4 Control of Integral and Integrator
- Chapter 5 Stochastic Differential Equations
- Appendix A Complements to Topology and Measure Theory
- Appendix B Answers to Selected Problems
- References
- Index of Notations
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Integration with Jumps , pp. 477 - 482Publisher: Cambridge University PressPrint publication year: 2002