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Lévy processes and stochastic calculus

David Applebaum

Publication Data

Title Lévy processes and stochastic calculus
Author David Applebaum
Publisher Cambridge University Press
Publication date 2004
Publication location Cambridge
Language English

Topics

Lévy processes
Stochastic analysis

Catalogue Data

OBNB ID GBA4Y5107
ISBN 10 0521832632
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.22

ISBD

P1053 xxiv, 384 p.
P1042 Includes bibliographical references and index.

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Lévy processes and stochastic calculus by David Applebaum. ISBN 0521832632. Published by Cambridge University Press in 2004. Publication and catalogue information, links to buy online and reader comments.

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