Télécharger le livre :  Stochastic Flows and Jump-Diffusions
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This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes...

Editeur : Springer
Parution : 2019-03-26
Collection : Probability Theory and Stochastic Modelling
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116,04