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Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116) - Softcover
Synopsis
A fully revised and appended edition of this unique volume, which develops together these two important subjects.
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About the Author
David Applebaum is a Professor in the Department of Probability and Statistics at the University of Sheffield.
"About this title" may belong to another edition of this title.
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Levy Processes and Stochastic Calculus
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Cambridge University Press 2009-04, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Levy Processes and Stochastic Calculus
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
Used
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Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Paperback. Condition: Good. L vy 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 L vy processes, then leading on to develop the stochastic calculus for L vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for L vy processes to have finite moments; characterization of L vy processes with finite variation; Kunita's estimates for moments of L vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L vy processes; multiple Wiener-L vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L vy-driven SDEs. Seller Inventory # 00098865924
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Levy Processes and Stochastic Calculus
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Levy Processes and Stochastic Calculus
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 116)
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Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
Used
Paperback
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Paperback. Condition: Good. L vy 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 L vy processes, then leading on to develop the stochastic calculus for L vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for L vy processes to have finite moments; characterization of L vy processes with finite variation; Kunita's estimates for moments of L vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L vy processes; multiple Wiener-L vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L vy-driven SDEs. Seller Inventory # CIN0521738652G
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Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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Condition: New. A fully revised and appended edition of this unique volume, which develops together these two important subjects. Series: Cambridge Studies in Advanced Mathematics. Num Pages: 492 pages, 130 exercises. BIC Classification: PBK; PBWL. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 229 x 151 x 26. Weight in Grams: 720. . 2009. 2nd Edition. paperback. . . . . Seller Inventory # V9780521738651
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 116)
Published by
Cambridge University Press, 2009
ISBN 10: 0521738652
ISBN 13: 9780521738651
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