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Absolute Continuity Under Time Shift of Trajectories and Related Stochastic Calculus

Memoirs of the American Mathematical Society

By (author) Jorg-Uwe Lobus
Genres: Stochastics
Format: Paperback / softback
Publisher: American Mathematical Society, Providence, United States
Published: 30th Oct 2017
Dimensions: w 178mm h 254mm d 20mm
Weight: 220g
ISBN-10: 147042603X
ISBN-13: 9781470426033
Barcode No: 9781470426033
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Synopsis
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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