Kód: 17584424
This text is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the rela ... celý popis
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This text is concerned with a class of two-sided stochastic processes of the form $X=W+A$. Here $W$ is a two-sided Brownian motion with random initial data at time zero and $A\equiv A(W)$ is a function of $W$. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when $A$ is a jump process.
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics
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