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.

�ber die Autorin bzw. den Autor

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

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