Levy processes and stochastic calculus

Applebaum, David, 1956-

Levy processes and stochastic calculus [electronic resource] / David Applebaum. - Cambridge, UK : Cambridge University Press, 2004. - xxiv, 384 p. - Cambridge studies in advanced mathematics ; 93 . - Cambridge studies in advanced mathematics ; 93. .

Includes bibliographical references (p. 360-374) and indexes.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9780511211195 (electronic bk.)




Levy processes.
Stochastic analysis.


Electronic books.

QA274.73 / .A67 2004

519.2/2