Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus Paperback / softback
Part of the Memoirs of the American Mathematical Society series
The 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?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.
- Format: Paperback / softback
- Pages: 135 pages
- Publisher: American Mathematical Society
- Publication Date: 30/10/2017
- Category: Stochastics
- ISBN: 9781470426033