1.

Record Nr.

UNINA9910457662903321

Autore

Applebaum David <1956->

Titolo

Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]]

Pubbl/distr/stampa

Cambridge : , : Cambridge University Press, , 2004

ISBN

1-107-14887-1

1-280-54040-0

9786610540402

0-511-21477-4

0-511-21656-4

0-511-21119-8

0-511-31534-1

0-511-75532-5

0-511-21296-8

Descrizione fisica

1 online resource (xxiv, 384 pages) : digital, PDF file(s)

Collana

Cambridge studies in advanced mathematics ; ; 93

Disciplina

519.2/2

Soggetti

Lévy processes

Stochastic analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Nota di bibliografia

Includes bibliographical references (p. 360-374) and indexes.

Nota di contenuto

Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface; Overview; Notation; 1 Lévy processes; 2 Martingales, stopping times and random measures; 3 Markov processes, semigroups and generators; 4 Stochastic integration; 5 Exponential martingales, change of measure and financial applications; 6 Stochastic differential equations; References; Index of notation; Subject index

Sommario/riassunto

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. For the first time in a book, Applebaum ties the two subjects together. He begins with an introduction to the general theory of Lévy processes. The second part develops the stochastic calculus for Lévy processes in a direct and accessible way. En route, the reader is introduced to



important concepts in modern probability theory, such as martingales, semimartingales, Markov and Feller processes, semigroups and generators, and the theory of Dirichlet forms. There is a careful development of stochastic integrals and stochastic differential equations driven by Lévy processes. The book introduces all the tools that are needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem.

2.

Record Nr.

UNINA9910787881403321

Titolo

Conflicted memories : Europeanizing contemporary histories / / edited by Konrad H. Jarausch and Thomas Lindenberger ; in collaboration with Annelie Ramsbrock

Pubbl/distr/stampa

New York : , : Berghahn Books, , 2011

ISBN

0-85745-360-2

Descrizione fisica

1 online resource (308 p.)

Collana

Studies in contemporary European history ; ; volume 3

Disciplina

940.5

Soggetti

History - Philosophy

European cooperation

Collective memory - Europe

Europe History 20th century Congresses

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Papers from a conference held May 2004 in Potsdam.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Conflicted Memories; Contents; Acknowledgements; List of Acronymns; Introduction; Part 1: Contested Memories; Chapter 1; Chapter 2; Chapter 3; Chapter 4; Part 2: Multiple Conflicts; Chapter 5; Chapter 6; Chapter 7; Part 3: Transnational Interactions; Chapter 8; Chapter 9; Chapter 10; Chapter 11; Part 4: Unfinished Political Processes; Chapter 12; Chapter 13; Chapter 14; Postscript; Selected Bibliography; List of Contributors

Sommario/riassunto

Despite the growing interest in general European history, the European dimension is surprisingly absent from the writing of contemporary



history. In most countries, the historiography on the 20th century continues to be dominated by national perspectives. Although there is cross-national work on specific topics such as occupation or resistance, transnational conceptions and narratives of contemporary European history have yet to be worked out. This volume focuses on the development of a shared conception of recent European history that will be required as an underpinning for further economi