Автор: Protter Philip E. Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1 ISBN: 3540003134 ISBN-13(EAN): 9783540003137 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.
Автор: Bichteler Название: Stochastic Integration with Jumps ISBN: 0521811295 ISBN-13(EAN): 9780521811293 Издательство: Cambridge Academ Рейтинг: Цена: 158400.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.
Автор: Bartle, Robert G. Название: Modern theory of integration ISBN: 0821808451 ISBN-13(EAN): 9780821808450 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 91870.00 T Наличие на складе: Невозможна поставка. Описание: Gives an introduction to the theory of the integral (called the `generalized Riemann integral` or the `Henstock-Kurzweil integral`) that corrects the defects in the classical Riemann theory and both simplifies and extends the Lebesgue theory of integration. This book includes a study of measure theory as an application of the integral.
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