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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 |
|---|---|
| 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 |
MARC
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| 100 | 1 | |a Applebaum, David, |d 1956- | |
| 245 | 1 | 0 | |a Lévy processes and stochastic calculus / |c David Applebaum. |
| 250 | |a 2nd ed. | ||
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c ©2009. | ||
| 300 | |a 1 online resource (xxx, 460 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Cambridge studies in advanced mathematics ; |v 116 | |
| 504 | |a Includes bibliographical references (pages 431-448) and indexes. | ||
| 505 | 0 | |a 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. | |
| 520 | 8 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Lévy processes. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Lévy, Processus de. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Lévy processes. |2 fast |0 (OCoLC)fst01004416 | |
| 650 | 7 | |a Stochastic analysis. |2 fast |0 (OCoLC)fst01133499 | |
| 776 | 0 | 8 | |i Print version: |a Applebaum, David, 1956- |t Lévy processes and stochastic calculus. |b 2nd ed. |d Cambridge ; New York : Cambridge University Press, ©2009 |z 9780521738651 |w (DLC) 2009288268 |w (OCoLC)295002247 |
| 830 | 0 | |a Cambridge studies in advanced mathematics ; |v 116. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=304717 |z Texto completo |
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