Lévy processes and stochastic calculus /:

Levy 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. In this text Applebaum ties the two subjects together.

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Applebaum, David, 1956-
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge ; New York : Cambridge University Press, ©2009.
Ausgabe:2nd ed.
Schriftenreihe:Cambridge studies in advanced mathematics ; 116.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung:Levy 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. In this text Applebaum ties the two subjects together.
Beschreibung:1 online resource (xxx, 460 pages)
Bibliographie:Includes bibliographical references (pages 431-448) and indexes.
ISBN:9780511650581
0511650582
9780521738651
0521738652
9780511532931
0511532938
9780511533846
0511533845
9780511809781
0511809786
1107193338
9781107193338
0511532024
9780511532023

Es ist kein Print-Exemplar vorhanden.

Volltext öffnen