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Levy Processes and Stochastic Calculus - Cambridge Studies in Advanced Mathematics Applebaum, David (University of Sheffield) 2 Revised edition
Levy Processes and Stochastic Calculus - Cambridge Studies in Advanced Mathematics
Applebaum, David (University of Sheffield)
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 Lévy processes with finite variation, multiple Wiener-Lévy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Lévy-driven SDEs.
490 pages, 130 exercises
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2009. gada 30. aprīlis |
| ISBN13 | 9780521738651 |
| Izdevēji | Cambridge University Press |
| Lapas | 492 |
| Izmēri | 151 × 229 × 26 mm · 720 g |
| Valoda | Angļu |