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Theory of Stochastic Integrals by Jorge A. León

Theory of Stochastic Integrals

by Jorge A. León
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Book cover type: Paperback
  • ISBN13: 9781032778129
  • Binding: Paperback
  • Subject: N/A
  • Publisher: CRC Press
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 472
  • Original Price: GBP 83.99
  • Language: English
  • Edition: 1
  • Item Weight: 835 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

Theory of Stochastic Integrals aims to provide an answer to the problem of phenomena that cannot be analyzed through the classical It� theory by introducing readers to the study of some interpretations of stochastic integrals with respect to stochastic processes that are not necessarily semimartingales.

Jorge A. León studied the PhD in equivalence of solutions to stochastic evolution equations at the Department of Mathematics of Cinvestav-IPN, Mexico. He has carried out joint research work with internationally recognized researchers. He has mainly contributed to the development of stochastic calculus and integration, and their applications to stochastic differential equations with different interpretations of stochastic integral. He has co-organized several conferences on stochastic analysis among which we can mention the Latin American Congress of Probability and Mathematical Statistics (CLAPEM), the joint meeting between USA and Mexico, Bernoulli-IMSWorld Congress, Symposium on Probability and Mathematics Statistics, which was the most important meeting in probability at Mexico, etc. He has taught at Cinvestav-IPN for 35 years.

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