TY  - BOOK
AU  - Bichteler,Klaus
TI  - Stochastic integration with jumps /Klaus Bichteler
T2  - Encyclopedia of mathematics and its applications
SN  - 9780511020735
AV  - QA274 .S763 2002
PY  - 2002///
CY  - Cambridge, UK, New York
PB  - Cambridge University Press
KW  - Stochastic integrals
KW  - Jump processes
KW  - Electronic Books
N1  - 2; Motivation: Stochastic Differential Equations --; Wiener Process --; The General Model --; Integrators and Martingales --; The Elementary Stochastic Integral --; The Semivariations --; Path Regularity of Integrators --; Processes of Finite Variation --; Martingales --; Extension of the Integral --; The Daniell Mean --; The Integration Theory of a Mean --; Countable Additivity in p-Mean --; Measurability --; Predictable and Previsible Processes --; Special Properties of Daniell's Mean --; The Indefinite Integral --; Functions of Integrators --; Ito's Formula --; Random Measures --; Control of Integral and Integrator --; Change of Measure--Factorization --; Martingale Inequalities --; The Doob-Meyer Decomposition --; Semimartingales --; Previsible Control of Integrators --; Levy Processes --; Stochastic Differential Equations --; Existence and Uniqueness of the Solution --; Stability: Differentiability in Parameters --; Pathwise Computation of the Solution --; Weak Solutions --; Stochastic Flows --; Semigroups, Markov Processes, and PDE --; Complements to Topology and Measure Theory --; Notations and Conventions --; Topological Miscellanea --; Measure and Integration --; Weak Convergence of Measures --; Analytic Sets and Capacity --; Suslin Spaces and Tightness of Measures --; The Skorohod Topology --; The L[superscript p]-Spaces --; Semigroups of Operators; 2; b
N2  - The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=569252&site=eds-live&custid=s3260518
ER  -