Lévy processes and stochastic calculus [electronic resource] / David Applebaum.
Material type:
TextSeries: Cambridge studies in advanced mathematics ; 116.Publication details: Cambridge ; New York : Cambridge University Press, ©2009.Edition: 2nd edDescription: 1 online resource (xxx, 460 pages)Content type: - text
- computer
- online resource
- 9780511650581
- 0511650582
- 9780521738651
- 0521738652
- 9780511532931
- 0511532938
- 9780511533846
- 0511533845
- 519 22
- QA274.73 .A67 2009eb
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
eBook
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e-Library | EBSCO Mathematics | Available |
Includes bibliographical references (pages 431-448) and indexes.
Levy processes -- Martingales, stopping times and random measures -- Markov processes, semigroups and generators -- Stochastic integration -- Exponential martingales, change of measure and financial applications -- Stochastic differential equations.
Levy 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 noise. In this text Applebaum ties the two subjects together.
Print version record.