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Theory of Stochastic Integrals

by León, Jorge A

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Description

Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical Itô theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.

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Product Details

  • Mar 14, 2025 Pub Date:
  • 1032778121 ISBN-10:
  • 9781032778129 ISBN-13:
  • English Language