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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) Hardcover - 2004 - 1st Edition
by Applebaum, David
First line
The aim of this section is to give a brief resume of key notions of measure theory and probability that will be used extensively throughout the book and to fix some notation and terminology once and for all.
Details
- Title Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
- Author Applebaum, David
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 236 x 160mm 408 pages
- Language ENG
- Publisher Cambridge University Press
- Date July 5, 2004
- ISBN 9780521832632
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
by Applebaum, David
- Used
- Hardcover
- Condition
- Like New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780521832632 / 0521832632
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- 1
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Branchville, New Jersey, United States
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$145.00$4.00 shipping to USA
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Cambridge University Press, 2004-07-05. Hardcover. Like New. Book is in excellent condition, text is unmarked and pages are tight.
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$145.00
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics, Series Number 93)
by Applebaum, David
- Used
- very good
- Hardcover
- Condition
- Used - Very Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780521832632 / 0521832632
- Quantity Available
- 1
- Seller
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Kraków, Poland
- Item Price
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$97.96$16.12 shipping to USA
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Description:
Cambridge University Press, 2004 8vo (23.5 cm), XXIV, 384 pp. Hardcover (binding slightly rubbed at extremities). "Lévy 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. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described." (from the blurb)
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$97.96
$16.12
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