Levy Processes and Stochastic Calculus (English, David Applebaum)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521738651
ISBN-10
0521738652
Author
David Applebaum
About the Book
Lévy 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. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edit…
ISBN: 9780521738651
ISBN-13: 9780521738651
ISBN-10: 0521738652
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Product ID: isbn-9780521738651
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