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Jump SDEs and the Study of Their Densities
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Jump SDEs and the Study of Their Densities

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Poisson random variables, exponential random variables, and the introduction of Poisson processes are presented first, followed by the introduction of Poisson random measures in a simple case.
Undertitel
A Self-Study Book
Upplaga
2019 ed.
ISBN
9789813297401
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2019-08-22
Sidor
355