Lévy Processes and Stochastic Calculus
(Book #116 in the Cambridge Studies in Advanced Mathematics Series)
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Book Overview
L?vy 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. Here, the author ties these two subjects together, beginning with an introduction to the general theory of L?vy processes, then leading on to develop the stochastic calculus for L?vy processes in a direct and accessible way. This fully revised edition...
Format:Paperback
Language:English
ISBN:0521738652
ISBN13:9780521738651
Release Date:May 2009
Publisher:Cambridge University Press
Length:492 Pages
Weight:1.60 lbs.
Dimensions:1.0" x 5.9" x 8.9"
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