Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 116)

Applebaum, David

ISBN 10: 0521738652 / ISBN 13: 9780521738651

Verlag: Cambridge University Press, 2009

Beschreibung

Bestandsnummer des Verkäufers I-9780521738651

Bibliografische Details

• Titel: Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 116)
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2009
• Sprache: Englisch
• ISBN-10: 0521738652
• ISBN-13: 9780521738651
• Einband: Softcover
• Auflage: 2. Auflage
• Zustand: New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

David Applebaum is a Professor in the Department of Probability and Statistics at the University of Sheffield.