LEVY PROCESSES AND STOCHASTIC CALCULUS
APPLEBAUM, DAVID
ISBN 10: 0521170117 ISBN 13: 9780521170116
Published by CAMBRIDGE INDIA, 2022
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Synopsis:
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. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Levy processes, then leading on to develop the stochastic calculus for Levy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Levy processes to have finite moments; characterization of Levy processes with finite variation; Kunita s estimates for moments of Levy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Levy processes; multiple Wiener-Levy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Levy-driven SDEs.
Book Description: A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Lévy processes with finite variation, multiple Wiener-Lévy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Lévy-driven SDEs.
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Bibliographic Details
Title: LEVY PROCESSES AND STOCHASTIC CALCULUS
Publisher: CAMBRIDGE INDIA
Publication Date: 2022
Binding: Papeback
Condition: New
Edition: 2nd Edition, International Edition
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International Edition
LEVY PROCESSES AND STOCHASTIC CALCULUS
Published by
Cambridge University Press, 2010
ISBN 10: 0521170117
ISBN 13: 9780521170116
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Softcover
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Condition: New. Brand New. Soft Cover International Edition. Different ISBN and Cover Image. Priced lower than the standard editions which is usually intended to make them more affordable for students abroad. The core content of the book is generally the same as the standard edition. The country selling restrictions may be printed on the book but is no problem for the self-use. This Item maybe shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-14060
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LEVY PROCESSES AND STOCHASTIC CALCULUS
Published by
Cambridge University Press, 2010
ISBN 10: 0521170117
ISBN 13: 9780521170116
New
Softcover
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Condition: New. Brand New, Softcover edition. This item may ship from the US or our Overseas warehouse depending on your location and stock availability. Seller Inventory # ASNT3-14060
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International Edition
LEVY PROCESSES AND STOCHASTIC CALCULUS
International EditionSeller: UK BOOKS STORE, London, LONDO, United Kingdom
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Papeback. Condition: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-11 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. Seller Inventory # AD 9780521170116
Quantity: 10 available