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:
1. Verfasser: | |
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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 |
Internformat
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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 |
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contents | Levy processes -- Martingales, stopping times and random measures -- Markov processes, semigroups and generators -- Stochastic integration -- Exponential martingales, change of measure and financial applications -- Stochastic differential equations. |
ctrlnum | (OCoLC)642690022 |
dewey-full | 519 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519 |
dewey-search | 519 |
dewey-sort | 3519 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
edition | 2nd ed. |
format | Electronic eBook |
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spelling | Applebaum, David, 1956- https://id.oclc.org/worldcat/entity/E39PBJy8y3QGCbgDCrfbc6hmBP http://id.loc.gov/authorities/names/n95108612 Lévy processes and stochastic calculus / David Applebaum. 2nd ed. Cambridge ; New York : Cambridge University Press, ©2009. 1 online resource (xxx, 460 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Cambridge studies in advanced mathematics ; 116 Includes bibliographical references (pages 431-448) and indexes. Levy processes -- Martingales, stopping times and random measures -- Markov processes, semigroups and generators -- Stochastic integration -- Exponential martingales, change of measure and financial applications -- Stochastic differential equations. 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. Print version record. English. Lévy processes. http://id.loc.gov/authorities/subjects/sh95010454 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Lévy, Processus de. Analyse stochastique. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast has work: Lévy processes and stochastic calculus (Text) https://id.oclc.org/worldcat/entity/E39PCGd8C4DVh9M4qGGrxgJTDy https://id.oclc.org/worldcat/ontology/hasWork Print version: Applebaum, David, 1956- Lévy processes and stochastic calculus. 2nd ed. Cambridge ; New York : Cambridge University Press, ©2009 9780521738651 (DLC) 2009288268 (OCoLC)295002247 Cambridge studies in advanced mathematics ; 116. 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=304717 Volltext |
spellingShingle | Applebaum, David, 1956- Lévy processes and stochastic calculus / Cambridge studies in advanced mathematics ; Levy processes -- Martingales, stopping times and random measures -- Markov processes, semigroups and generators -- Stochastic integration -- Exponential martingales, change of measure and financial applications -- Stochastic differential equations. Lévy processes. http://id.loc.gov/authorities/subjects/sh95010454 Stochastic analysis. http://id.loc.gov/authorities/subjects/sh85128175 Lévy, Processus de. Analyse stochastique. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast |
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 Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Lévy processes fast Stochastic analysis fast |
topic_facet | Lévy processes. Stochastic analysis. Lévy, Processus de. Analyse stochastique. MATHEMATICS Applied. MATHEMATICS Probability & Statistics General. Lévy processes Stochastic analysis |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=304717 |
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