Levy Processes and Stochastic Calculus
David (University of Sheffield) Applebaum
Cambridge University Press, 2009
133,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521738651
- ISBN-10
- 0521738652
- Publisher
- Cambridge University Press
- Year
- 2009
- Publication date
- 2009-04-30
- Pages
- 492
- Dimensions
- 229x151x26
- Weight
- 720