Stochastic Integration with Jumps

DOI10.1017/CBO9780511549878MaRDI QIDQ3564703zbMATH OpenFDO

Authors Klaus Bichteler

Publication date 26 May 2010

Full work available at URL https://doi.org/10.1017/CBO9780511549878

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• Topological duals of locally convex function spaces
• Detection of bifurcations in noisy coupled systems from multiple time series
• Structure-preserving equivalent martingale measures for H-SII models
• On some properties of universal sigma-finite measures associated with a remarkable class of submartingales
• Learning about ambiguous long-term prospects

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