Levy processes and stochastic calculus
Applebaum, David 1956-
Levy processes and stochastic calculus - 2nd - Cambridge Cambridge University Press 2009 - xxx,460p. 23 cm. - Cambridge studies in advanced mathematics ; 116 .
Includes bibliographical references (p. 431-448) and indexes.
9780521738651
2009288268
Lévy processes.
Stochastic analysis.
QA274.73 / .A67 2009
519.22 / AP-L
Levy processes and stochastic calculus - 2nd - Cambridge Cambridge University Press 2009 - xxx,460p. 23 cm. - Cambridge studies in advanced mathematics ; 116 .
Includes bibliographical references (p. 431-448) and indexes.
9780521738651
2009288268
Lévy processes.
Stochastic analysis.
QA274.73 / .A67 2009
519.22 / AP-L