Levy Processes And Stochastic Calculus

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 Levy processes with finite variation, multiple Wiener-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.

• | By (Author): David (University Of Sheffield) Applebaum
• | Publisher: Cambridge University Press
• | Publication Date: Apr 30, 2009
• | Country of Publication: United Kingdom
• | Number of Pages: 492 pages
• | Language: Not Available
• | Binding: Paperback|Softback
• | ISBN-10: 0521738652
• | ISBN-13: 9780521738651