Levy processes and stochastic calculus [electronic resource] / David Applebaum.

By: Applebaum, David, 1956-Contributor(s): ProQuest (Firm)Material type: TextTextSeries: Cambridge studies in advanced mathematics ; 93.Publication details: Cambridge, UK : Cambridge University Press, 2004Description: xxiv, 384 pISBN: 9780511211195 (electronic bk.)Subject(s): Levy processes | Stochastic analysisGenre/Form: Electronic books.DDC classification: 519.2/2 LOC classification: QA274.73 | .A67 2004Online resources: Click to View
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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.

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