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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.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
©2009.
|
| Edición: | 2nd ed. |
| Colección: | Cambridge studies in advanced mathematics ;
116. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
|---|---|
| Descripción Física: | 1 online resource (xxx, 460 pages) |
| Bibliografía: | Includes bibliographical references (pages 431-448) and indexes. |
| ISBN: | 9780511650581 0511650582 9780521738651 0521738652 9780511532931 0511532938 9780511533846 0511533845 9780511809781 0511809786 1107193338 9781107193338 0511532024 9780511532023 |