Lévy Processes and Stochastic Calculus

by David Applebaum

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521738652
• ISBN13: 9780521738651
• Release Date: May 2009
• Publisher: Cambridge University Press
• Length: 492 Pages
• Weight: 1.60 lbs.
• Dimensions: 1.0" x 5.9" x 8.9"