Lévy Processes and Stochastic Calculus

Lévy Processes and Stochastic Calculus
Author :
Publisher : Cambridge University Press
Total Pages : 440
Release :
ISBN-10 : 0521832632
ISBN-13 : 9780521832632
Rating : 4/5 (32 Downloads)

Book Synopsis Lévy Processes and Stochastic Calculus by : David Applebaum

Download or read book Lévy Processes and Stochastic Calculus written by David Applebaum and published by Cambridge University Press. This book was released on 2004-07-05 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description


Lévy Processes and Stochastic Calculus Related Books

Lévy Processes and Stochastic Calculus
Language: en
Pages: 440
Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2004-07-05 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Publisher Description
Lévy Processes and Stochastic Calculus
Language: en
Pages: 461
Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics
Malliavin Calculus for Lévy Processes with Applications to Finance
Language: en
Pages: 421
Authors: Giulia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
Brownian Motion and Stochastic Calculus
Language: en
Pages: 490
Authors: Ioannis Karatzas
Categories: Mathematics
Type: BOOK - Published: 2014-03-27 - Publisher: Springer

DOWNLOAD EBOOK

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Stochastic Processes
Language: en
Pages: 246
Authors: Kiyosi Ito
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decompos