Lévy processes and stochastic calculus

Applebaum, David, 1956-

Lévy processes and stochastic calculus [electronic resource] / David Applebaum. - Cambridge, UK : Cambridge University Press, 2004. - xxiv, 384 p. - Cambridge studies in advanced mathematics ; 93 . - Cambridge studies in advanced mathematics ; 93. .

Includes bibliographical references (p. 360-374) and indexes.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Lévy processes.
Stochastic analysis.


Electronic books.

QA274.73 / .A67 2004eb

519.2/2