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Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus, Paperback / softback Book

Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus Paperback / softback

Part of the Memoirs of the American Mathematical Society series

Paperback / softback

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Description

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.

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£66.00

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