Lévy processes and stochastic calculus /:
For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, UK :
Cambridge University Press,
2004.
|
| Schriftenreihe: | Cambridge studies in advanced mathematics ;
93. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. |
| Beschreibung: | 1 online resource (xxiv, 384 pages) |
| Bibliographie: | Includes bibliographical references (pages 360-374) and indexes. |
| ISBN: | 0511211198 9780511211195 0521832632 9780521832632 0511216564 9780511216565 0511212968 9780511212963 0511214774 9780511214776 9780511755323 0511755325 |
Internformat
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn144618478 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 031208s2004 enk ob 001 0 eng d | ||
| 040 | |a COCUF |b eng |e pn |c COCUF |d YDXCP |d OCLCG |d OCLCQ |d N$T |d AU@ |d OCLCQ |d DKDLA |d MERUC |d CCO |d E7B |d IDEBK |d OCLCQ |d DEBSZ |d COO |d OCLCO |d OCLCQ |d AUD |d EUX |d OCLCF |d OCLCQ |d EBLCP |d OCLCQ |d AZK |d CNNLC |d LOA |d CNNOR |d PIFBR |d ZCU |d OCLCQ |d U3W |d STF |d BRL |d WRM |d OCLCQ |d NRAMU |d CRU |d ICG |d VTS |d OCLCQ |d INT |d VT2 |d OCLCQ |d WYU |d G3B |d TKN |d OCLCQ |d DKC |d OCLCQ |d OL$ |d OCLCQ |d AJS |d UKAHL |d OCLCO |d OCLCQ |d INARC |d OCLCO |d SFB |d OCLCQ | ||
| 019 | |a 70891290 |a 150383481 |a 171139007 |a 271590301 |a 478444456 |a 488329899 |a 560239667 |a 647520272 |a 776951310 |a 888696256 |a 961660455 |a 962569094 |a 1037493368 | ||
| 020 | |a 0511211198 | ||
| 020 | |a 9780511211195 | ||
| 020 | |a 0521832632 | ||
| 020 | |a 9780521832632 | ||
| 020 | |a 0511216564 |q (electronic bk.) | ||
| 020 | |a 9780511216565 |q (electronic bk.) | ||
| 020 | |a 0511212968 | ||
| 020 | |a 9780511212963 | ||
| 020 | |a 0511214774 |q (electronic bk.) | ||
| 020 | |a 9780511214776 |q (electronic bk.) | ||
| 020 | |a 9780511755323 |q (ebook) | ||
| 020 | |a 0511755325 |q (ebook) | ||
| 035 | |a (OCoLC)144618478 |z (OCoLC)70891290 |z (OCoLC)150383481 |z (OCoLC)171139007 |z (OCoLC)271590301 |z (OCoLC)478444456 |z (OCoLC)488329899 |z (OCoLC)560239667 |z (OCoLC)647520272 |z (OCoLC)776951310 |z (OCoLC)888696256 |z (OCoLC)961660455 |z (OCoLC)962569094 |z (OCoLC)1037493368 | ||
| 050 | 4 | |a QA274.73 |b .A67 2004eb | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 7 | |a 519.2/2 |2 22 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Applebaum, David, |d 1956- |0 http://id.loc.gov/authorities/names/n95108612 | |
| 245 | 1 | 0 | |a Lévy processes and stochastic calculus / |c David Applebaum. |
| 260 | |a Cambridge, UK : |b Cambridge University Press, |c 2004. | ||
| 300 | |a 1 online resource (xxiv, 384 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a Cambridge studies in advanced mathematics ; |v 93 | |
| 504 | |a Includes bibliographical references (pages 360-374) and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index. | |
| 520 | |a For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. | ||
| 650 | 0 | |a Lévy processes. |0 http://id.loc.gov/authorities/subjects/sh95010454 | |
| 650 | 0 | |a Stochastic analysis. |0 http://id.loc.gov/authorities/subjects/sh85128175 | |
| 650 | 6 | |a Lévy, Processus de. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Lévy processes |2 fast | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 650 | 1 | 7 | |a Stochastische analyse. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Applebaum, David, 1956- |t Lévy processes and stochastic calculus. |d Cambridge, UK : Cambridge University Press, 2004 |w (DLC) 2003063882 |
| 830 | 0 | |a Cambridge studies in advanced mathematics ; |v 93. |0 http://id.loc.gov/authorities/names/n84708314 | |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=164306 |3 Volltext |
| 936 | |a BATCHLOAD | ||
| 938 | |a Internet Archive |b INAR |n levyprocessessto0000appl | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH13431606 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL266596 | ||
| 938 | |a ebrary |b EBRY |n ebr10131720 | ||
| 938 | |a EBSCOhost |b EBSC |n 164306 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 54040 | ||
| 938 | |a YBP Library Services |b YANK |n 2619567 | ||
| 938 | |a YBP Library Services |b YANK |n 2462708 | ||
| 938 | |a YBP Library Services |b YANK |n 3583816 | ||
| 938 | |a YBP Library Services |b YANK |n 2592132 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn144618478 |
|---|---|
| _version_ | 1816881649028169728 |
| adam_text | |
| any_adam_object | |
| author | Applebaum, David, 1956- |
| author_GND | http://id.loc.gov/authorities/names/n95108612 |
| author_facet | Applebaum, David, 1956- |
| author_role | |
| author_sort | Applebaum, David, 1956- |
| author_variant | d a da |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.73 .A67 2004eb |
| callnumber-search | QA274.73 .A67 2004eb |
| callnumber-sort | QA 3274.73 A67 42004EB |
| callnumber-subject | QA - Mathematics |
| collection | ZDB-4-EBA |
| contents | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index. |
| ctrlnum | (OCoLC)144618478 |
| dewey-full | 519.2/2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/2 |
| dewey-search | 519.2/2 |
| dewey-sort | 3519.2 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04328cam a2200757 a 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn144618478</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">031208s2004 enk ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">COCUF</subfield><subfield code="b">eng</subfield><subfield code="e">pn</subfield><subfield code="c">COCUF</subfield><subfield code="d">YDXCP</subfield><subfield code="d">OCLCG</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">N$T</subfield><subfield code="d">AU@</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">DKDLA</subfield><subfield code="d">MERUC</subfield><subfield code="d">CCO</subfield><subfield code="d">E7B</subfield><subfield code="d">IDEBK</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">DEBSZ</subfield><subfield code="d">COO</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AUD</subfield><subfield code="d">EUX</subfield><subfield code="d">OCLCF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">EBLCP</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AZK</subfield><subfield code="d">CNNLC</subfield><subfield code="d">LOA</subfield><subfield code="d">CNNOR</subfield><subfield code="d">PIFBR</subfield><subfield code="d">ZCU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">U3W</subfield><subfield code="d">STF</subfield><subfield code="d">BRL</subfield><subfield code="d">WRM</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">NRAMU</subfield><subfield code="d">CRU</subfield><subfield code="d">ICG</subfield><subfield code="d">VTS</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">INT</subfield><subfield code="d">VT2</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">WYU</subfield><subfield code="d">G3B</subfield><subfield code="d">TKN</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">DKC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OL$</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AJS</subfield><subfield code="d">UKAHL</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">INARC</subfield><subfield code="d">OCLCO</subfield><subfield code="d">SFB</subfield><subfield code="d">OCLCQ</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">70891290</subfield><subfield code="a">150383481</subfield><subfield code="a">171139007</subfield><subfield code="a">271590301</subfield><subfield code="a">478444456</subfield><subfield code="a">488329899</subfield><subfield code="a">560239667</subfield><subfield code="a">647520272</subfield><subfield code="a">776951310</subfield><subfield code="a">888696256</subfield><subfield code="a">961660455</subfield><subfield code="a">962569094</subfield><subfield code="a">1037493368</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511211198</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511211195</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521832632</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521832632</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511216564</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511216565</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511212968</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511212963</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511214774</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511214776</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511755323</subfield><subfield code="q">(ebook)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0511755325</subfield><subfield code="q">(ebook)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)144618478</subfield><subfield code="z">(OCoLC)70891290</subfield><subfield code="z">(OCoLC)150383481</subfield><subfield code="z">(OCoLC)171139007</subfield><subfield code="z">(OCoLC)271590301</subfield><subfield code="z">(OCoLC)478444456</subfield><subfield code="z">(OCoLC)488329899</subfield><subfield code="z">(OCoLC)560239667</subfield><subfield code="z">(OCoLC)647520272</subfield><subfield code="z">(OCoLC)776951310</subfield><subfield code="z">(OCoLC)888696256</subfield><subfield code="z">(OCoLC)961660455</subfield><subfield code="z">(OCoLC)962569094</subfield><subfield code="z">(OCoLC)1037493368</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">QA274.73</subfield><subfield code="b">.A67 2004eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">MAT</subfield><subfield code="x">029000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">519.2/2</subfield><subfield code="2">22</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Applebaum, David,</subfield><subfield code="d">1956-</subfield><subfield code="0">http://id.loc.gov/authorities/names/n95108612</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Lévy processes and stochastic calculus /</subfield><subfield code="c">David Applebaum.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Cambridge, UK :</subfield><subfield code="b">Cambridge University Press,</subfield><subfield code="c">2004.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxiv, 384 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">data file</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Cambridge studies in advanced mathematics ;</subfield><subfield code="v">93</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 360-374) and indexes.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Lévy processes.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh95010454</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Stochastic analysis.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85128175</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Lévy, Processus de.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Analyse stochastique.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS</subfield><subfield code="x">Probability & Statistics</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Lévy processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic analysis</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1="1" ind2="7"><subfield code="a">Stochastische analyse.</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Applebaum, David, 1956-</subfield><subfield code="t">Lévy processes and stochastic calculus.</subfield><subfield code="d">Cambridge, UK : Cambridge University Press, 2004</subfield><subfield code="w">(DLC) 2003063882</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Cambridge studies in advanced mathematics ;</subfield><subfield code="v">93.</subfield><subfield code="0">http://id.loc.gov/authorities/names/n84708314</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=164306</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="936" ind1=" " ind2=" "><subfield code="a">BATCHLOAD</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Internet Archive</subfield><subfield code="b">INAR</subfield><subfield code="n">levyprocessessto0000appl</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Askews and Holts Library Services</subfield><subfield code="b">ASKH</subfield><subfield code="n">AH13431606</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBL - Ebook Library</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL266596</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ebrary</subfield><subfield code="b">EBRY</subfield><subfield code="n">ebr10131720</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">164306</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest MyiLibrary Digital eBook Collection</subfield><subfield code="b">IDEB</subfield><subfield code="n">54040</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2619567</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2462708</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">3583816</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">2592132</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn144618478 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-27T13:16:04Z |
| institution | BVB |
| isbn | 0511211198 9780511211195 0521832632 9780521832632 0511216564 9780511216565 0511212968 9780511212963 0511214774 9780511214776 9780511755323 0511755325 |
| language | English |
| oclc_num | 144618478 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xxiv, 384 pages) |
| psigel | ZDB-4-EBA |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Cambridge University Press, |
| record_format | marc |
| series | Cambridge studies in advanced mathematics ; |
| series2 | Cambridge studies in advanced mathematics ; |
| spelling | Applebaum, David, 1956- http://id.loc.gov/authorities/names/n95108612 Lévy processes and stochastic calculus / David Applebaum. Cambridge, UK : Cambridge University Press, 2004. 1 online resource (xxiv, 384 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier data file Cambridge studies in advanced mathematics ; 93 Includes bibliographical references (pages 360-374) and indexes. Print version record. Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index. For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described. Lévy processes. http://id.loc.gov/authorities/subjects/sh95010454 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Lévy, Processus de. Analyse stochastique. MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast Stochastische analyse. gtt Print version: Applebaum, David, 1956- Lévy processes and stochastic calculus. Cambridge, UK : Cambridge University Press, 2004 (DLC) 2003063882 Cambridge studies in advanced mathematics ; 93. http://id.loc.gov/authorities/names/n84708314 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=164306 Volltext |
| spellingShingle | Applebaum, David, 1956- Lévy processes and stochastic calculus / Cambridge studies in advanced mathematics ; Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index. Lévy processes. http://id.loc.gov/authorities/subjects/sh95010454 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Lévy, Processus de. Analyse stochastique. MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast Stochastische analyse. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh95010454 http://id.loc.gov/authorities/subjects/sh85128175 |
| title | Lévy processes and stochastic calculus / |
| title_auth | Lévy processes and stochastic calculus / |
| title_exact_search | Lévy processes and stochastic calculus / |
| title_full | Lévy processes and stochastic calculus / David Applebaum. |
| title_fullStr | Lévy processes and stochastic calculus / David Applebaum. |
| title_full_unstemmed | Lévy processes and stochastic calculus / David Applebaum. |
| title_short | Lévy processes and stochastic calculus / |
| title_sort | levy processes and stochastic calculus |
| topic | Lévy processes. http://id.loc.gov/authorities/subjects/sh95010454 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Lévy, Processus de. Analyse stochastique. MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast Stochastische analyse. gtt |
| topic_facet | Lévy processes. Stochastic analysis. Lévy, Processus de. Analyse stochastique. MATHEMATICS Probability & Statistics General. Lévy processes Stochastic analysis Stochastische analyse. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=164306 |
| work_keys_str_mv | AT applebaumdavid levyprocessesandstochasticcalculus |