Breaking News!
Up to 30% Off Nike Footwear

Jump SDEs and the Study of Their Densities

Best Price (Coupon Required):
Buy Jump SDEs and the Study of Their Densities for $54.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $59.99 - $59.99
BEST PRICE

Single Product Purchase

$54.00
@ Link.springer.com with extra coupon

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
$59.99 $59.99

10% OFF
This deals requires coupon
$54.00
See Site In stock Visit Store

Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9789813297418
Condition
New
Product Description

The present book deals with a streamlined presentation of Lvy processes and their densities. It is directed at advanced undergraduates who have already completed a basic probability course. Poisson random variables, exponential random variables, and the introduction of Poisson processes are presented first, followed by the introduction of Poisson random measures in a simple case. With these tools the reader proceeds gradually to compound Poisson processes, finite variation Lvy processes and finally one-dimensional stable cases. This step-by-step progression guides the reader into the construction and study of the properties of general Lvy processes with no Brownian component. In particular, in each case the corresponding Poisson random measure, the corresponding stochastic integral, and the corresponding stochastic differential equations (SDEs) are provided. The second part of the book introduces the tools of the integration by parts formula for jump processes in basic settings and first gradually provides the integration by parts formula in finite-dimensional spaces and gives a formula in infinite dimensions. These are then applied to stochastic differential equations in order to determine the existence and some properties of their densities. As examples, instances of the calculations of the Greeks in financial models with jumps are shown. The final chapter is devoted to the Boltzmann equation.

Available Colors
Available Sizes

Reviews

0
0 reviews
5 stars
4 stars
3 stars
2 stars
1 star

Questions & Answers

Similar Products

Humans in Outer Space - Interdisciplinary Perspectives

Humans in Outer Space - Interdisciplinary Perspectives

$84.99
Air Pollution Modeling and its Application XXIII

Air Pollution Modeling and its Application XXIII

$169.00
Parametrisierte uniforme Berechnungskomplexitt in Geometrie und Numerik

Parametrisierte uniforme Berechnungskomplexitt in Geometrie und Numerik

$64.99
Blood Pressure and Arterial Wall Mechanics in Cardiovascular Diseases

Blood Pressure and Arterial Wall Mechanics in Cardiovascular Diseases

$219.99
Social and Economic Vulnerability of Roma People

Social and Economic Vulnerability of Roma People

$54.99
Protein Deimination in Human Health and Disease

Protein Deimination in Human Health and Disease

$159.00
Contemporary Masculinities

Contemporary Masculinities

$54.99
Transposons and the Dynamic Genome

Transposons and the Dynamic Genome

$129.00
A Spatial Approach to Regionalisms in the Global Economy

A Spatial Approach to Regionalisms in the Global Economy

$54.99
Controlled Nucleosynthesis

Controlled Nucleosynthesis

$219.99
Untersuchungen zur mutagenen Wirkung von thylnitrosoharnstoff an Nagern und Primaten

Untersuchungen zur mutagenen Wirkung von thylnitrosoharnstoff an Nagern und Primaten

$59.99
Fundamentals of Computer Architecture and Design

Fundamentals of Computer Architecture and Design

$79.99
Erfolgsfaktoren in Filialsystemen

Erfolgsfaktoren in Filialsystemen

$69.99
Implementing Management Innovations

Implementing Management Innovations

$84.99
Novel Technology and Whole-Process Management in Prefabricated Building

Novel Technology and Whole-Process Management in Prefabricated Building

$59.99
Multicultural Responsiveness in Counselling and Psychology

Multicultural Responsiveness in Counselling and Psychology

$54.99
From Basic Survival Analytic Theory to a Non-Standard Application

From Basic Survival Analytic Theory to a Non-Standard Application

$54.99
Business Medi(t)ation 2

Business Medi(t)ation 2

$17.99
Engineering General Intelligence, Part 2

Engineering General Intelligence, Part 2

$159.99
Intelligent Information Processing with Matlab

Intelligent Information Processing with Matlab

$159.99
Die outgesourcte Identitt

Die outgesourcte Identitt

$59.99
Integrated Analog-To-Digital and Digital-To-Analog Converters

Integrated Analog-To-Digital and Digital-To-Analog Converters

$39.99
How to Measure the Quality of Judicial Reasoning

How to Measure the Quality of Judicial Reasoning

$199.99
Developing Place-responsive Pedagogy in Outdoor Environmental Education

Developing Place-responsive Pedagogy in Outdoor Environmental Education

$84.99
Theory of Random Sets

Theory of Random Sets

$199.99
Fabrikorganisation, Fabrikbuchfhrung und Selbstkostenberechnung der Ludw. Loewe & Co. A.-G., Berlin

Fabrikorganisation, Fabrikbuchfhrung und Selbstkostenberechnung der Ludw. Loewe & Co. A.-G., Berlin

$69.95
Cabin Fever (Diary of a Wimpy Kid #6) by Jeff Kinney

Cabin Fever (Diary of a Wimpy Kid #6) by Jeff Kinney

$14.99
Cell-Based Assays Using iPSCs for Drug Development and Testing

Cell-Based Assays Using iPSCs for Drug Development and Testing

$179.99
Proceedings of the 21st Congress of the International Ergonomics Association (IEA 2021)

Proceedings of the 21st Congress of the International Ergonomics Association (IEA 2021)

$169.99
Ada 2012 Reference Manual. Language and Standard Libraries

Ada 2012 Reference Manual. Language and Standard Libraries

$159.99
Computeruntersttzung arbeitsteiliger Prozesse

Computeruntersttzung arbeitsteiliger Prozesse

$59.99
Pot-Honey

Pot-Honey

$169.00
Automatic Generation of Morphological Set Recognition Algorithms

Automatic Generation of Morphological Set Recognition Algorithms

$84.99
Innere Sekretion, Stoffwechsel, Niere, Muskeln, Gelenke, Knochen, Infektionen, Intoxikationen

Innere Sekretion, Stoffwechsel, Niere, Muskeln, Gelenke, Knochen, Infektionen, Intoxikationen

$59.99
Challenges to State Policy Capacity

Challenges to State Policy Capacity

$109.99
Proceedings of 2nd International Conference on Computer Vision & Image Processing

Proceedings of 2nd International Conference on Computer Vision & Image Processing

$259.99
Nonlinear Waves in Fluids: Recent Advances and Modern Applications

Nonlinear Waves in Fluids: Recent Advances and Modern Applications

$109.99
Drugs and Fetal Development

Drugs and Fetal Development

$84.99
Diffusion von Innovationen

Diffusion von Innovationen

$59.99
Graph-Theoretic Concepts in Computer Science

Graph-Theoretic Concepts in Computer Science

$54.99
previous
next