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Levy Processes and Stochastic Calculus - David (University of Sheffield) Applebaum - Bog

Bag om Levy Processes and Stochastic Calculus

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-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521738651
  • Indbinding:
  • Paperback
  • Sideantal:
  • 492
  • Udgivet:
  • 30. april 2009
  • Udgave:
  • 2
  • Størrelse:
  • 151x229x26 mm.
  • Vægt:
  • 740 g.
  • 8-11 hverdage.
  • 6. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Levy Processes and Stochastic Calculus

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-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.

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