Levy Processes Stochastic Calculus by Applebaum David (24 results)

Condition: New. Brand New. Soft Cover International Edition. Different ISBN and Cover Image. Priced lower than the standard editions which is usually intended to make them more affordable for students abroad. The core content of the book is generally the same as the standard edition. The country selling restrictions may be printed on the book but is no problem for the self-use. This Item maybe shipped from US or any other country as we have multiple locations worldwide.…

Soft cover. Condition: New. ISBN:9780521170116,Territorial restriction maybe printed on the book. This is an Int'l edition, ISBN and cover may differ from US edition, Contents same as US edition.

Condition: New. Brand New, Softcover edition. This item may ship from the US or our Overseas warehouse depending on your location and stock availability.

hardcover. Condition: Good. Hardback--cover shows mild edge wear--spiner and pages excellent--no dust cover.

Condition: New.

Condition: New.

Paperback. Condition: New.

Condition: New.

Paperback. Condition: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.

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.…

Condition: New. In English.

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. . . . . …

Paperback. Condition: New. 2nd. 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 edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.…

Hardcover. Condition: Very Good. 8vo (23.5 cm), XXIV, 384 pp. Hardcover (binding slightly rubbed at extremities). "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. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described." (from the blurb).…

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. . . . . Books ship from the US and Ireland. …

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.…

Paperback. Condition: New. 2nd. 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 edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.…

Condition: As New. Unread book in perfect condition.

Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condition: As New. Unread book in perfect condition.

Hardcover. Condition: Good. Good .Ships From Multiple Locations. book.

Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 Levy processes with finite variation, multiple Wiener-.…

Condition: New. Print on Demand pp. 492 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.