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Lévy processes and stochastic calculus / David Applebaum
Author
Applebaum, David, 1956-
Published
Cambridge : Cambridge University Press, [2009]
Copyright Date
©2009
Edition
2nd ed.
Physical Description
xxx, 460 pages ; 23 cm.
Full Text available online
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Series
Cambridge studies in advanced mathematics ; 116
Subject(s)
Lévy processes
Stochastic integral equations
ISBN
9780521738651 (pbk.)
0521738652 (pbk.)
Note
Previous ed.: 2004.
Bibliography Note
Includes bibliographical references and index.
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| catkey: 5330190