L???vy 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 L???vy processes, then leading on to develop the stochastic calculus for L???vy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation ...
Read More
L???vy 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 L???vy processes, then leading on to develop the stochastic calculus for L???vy 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 L???vy processes to have finite moments; characterisation of L???vy processes with finite variation; Kunita's estimates for moments of L???vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L???vy processes; multiple Wiener-L???vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L???vy-driven SDEs.
Read Less
Add this copy of Lévy Processes and Stochastic Calculus to cart. $93.34, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2009 by Cambridge University Press.
Add this copy of Lévy Processes and Stochastic Calculus to cart. $120.59, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2009 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Contains: Unspecified. Cambridge Studies in Advanced Mathematics . 130 exercises. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of L�Vy Processes and Stochastic Calculus (Paperback Or to cart. $120.60, new condition, Sold by BargainBookStores rated 4.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2009 by Cambridge University Press.
Add this copy of Lévy Processes and Stochastic Calculus (Cambridge to cart. $138.65, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2009 by Cambridge University Press.
Add this copy of Lévy Processes and Stochastic Calculus (Cambridge to cart. $145.00, like new condition, Sold by Broad Street Books rated 5.0 out of 5 stars, ships from Branchville, NJ, UNITED STATES, published 2004 by Cambridge University Press.
