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Levy Processes and Stochastic Calculus - Cambridge Studies in Advanced Mathematics Applebaum, David (University of Sheffield) 2 Revised edition
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Levy Processes and Stochastic Calculus - Cambridge Studies in Advanced Mathematics
Applebaum, David (University of Sheffield)
A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Lévy processes with finite variation, multiple Wiener-Lévy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Lévy-driven SDEs.
490 pages, 130 exercises
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | April 30, 2009 |
| ISBN13 | 9780521738651 |
| Publishers | Cambridge University Press |
| Pages | 492 |
| Dimensions | 151 × 229 × 26 mm · 720 g |
| Language | English |
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