Stochastic Integration with Jumps
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Publication:4534874
DOI10.1017/CBO9780511549878zbMath1002.60001MaRDI QIDQ4534874
Publication date: 12 June 2002
stochastic differential equationsDaniell integralrandom measuresprocesses with jumpssemimartingale integrators
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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