Lévy processes and stochastic calculus /

Lévy processes and stochastic calculus /

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Bibliographic Details
Author / Creator:Applebaum, David, 1956-
Edition:2nd ed.
Imprint:Cambridge ; New York : Cambridge University Press, ©2009.
Description:1 online resource (xxx, 460 pages)
Language:English
Series:Cambridge studies in advanced mathematics ; 116
Cambridge studies in advanced mathematics ; 116.
Subject:
Lévy processes.
Stochastic analysis.
Lévy processes.
Stochastic analysis.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11824269
Hidden Bibliographic Details
ISBN:9780511650581
0511650582
9780521738651
0521738652
9780511532931
0511532938
9780511533846
0511533845
9780511809781
0511809786
Notes:Includes bibliographical references (pages 431-448) and indexes.
Print version record.
Summary:Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. In this text Applebaum ties the two subjects together.
Other form:Print version: Applebaum, David, 1956- Lévy processes and stochastic calculus. 2nd ed. Cambridge ; New York : Cambridge University Press, ©2009 9780521738651

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