Stochastic integral equations with respect to semimartingales
Stochastic integral equations were first developed by mathematicians as a tool for the explicit construction of the paths of diffusion processes for given coefficients of drift and diffusion. Since many physical, engineering, biological as well as social phenomena can be modelled by stochastic integ...
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University of Warwick
1989
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.257149 |