Skip to content
Register Sign in Wishlist

Stochastic Integration with Jumps

$95.99 (C)

Part of Encyclopedia of Mathematics and its Applications

  • Date Published: April 2010
  • availability: Available
  • format: Paperback
  • isbn: 9780521142144

$ 95.99 (C)

Add to cart Add to wishlist

Other available formats:
Hardback, eBook

Looking for an examination copy?

This title is not currently available for examination. However, if you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • Stochastic processes with jumps and random measures are gaining importance as drivers in applications like financial mathematics and signal processing. This book develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs to results from ordinary integration theory, for instance, previsible envelopes and an algorithm computing stochastic integrals of c`agl`ad integrands pathwise.

    • Contains the most general stochastic integration theory, applicable to both semimartingales and random measures
    • Comprehensive: contains complete proofs for everything that goes beyond a first graduate course in anlysis
    • Over 700 exercises
    Read more

    Reviews & endorsements

    "Questions of measurability turn out to be quite technical in this case, and the book under review provides a comprehensive and thorough study of these issues." Mathematical Reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: April 2010
    • format: Paperback
    • isbn: 9780521142144
    • length: 516 pages
    • dimensions: 234 x 156 x 26 mm
    • weight: 0.72kg
    • availability: Available
  • Table of Contents

    1. Introduction
    2. Integrators and martingales
    3. Extension of the integral
    4. Control of integral and integrator
    5. Stochastic differential equations
    Appendix A. Complements to topology and measure theory
    Appendix B. Answers to selected problems

  • Author

    Klaus Bichteler, University of Texas, Austin

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.