Proizvod vam ne odgovara? Nema veze! Možete nam vratiti unutar 30 dana
S poklon bonom ne možete pogriješiti. Za poklon bon primatelj može odabrati bilo što iz naše ponude.
30 dana za povrat kupljenih proizvoda
Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of c