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1. |
Record Nr. |
UNINA9910457662903321 |
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Autore |
Applebaum David <1956-> |
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Titolo |
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2004 |
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ISBN |
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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 |
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Descrizione fisica |
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1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
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Collana |
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Cambridge studies in advanced mathematics ; ; 93 |
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Disciplina |
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Soggetti |
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Lévy processes |
Stochastic analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references (p. 360-374) and indexes. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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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. |
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2. |
Record Nr. |
UNINA9910787881403321 |
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Titolo |
Conflicted memories : Europeanizing contemporary histories / / edited by Konrad H. Jarausch and Thomas Lindenberger ; in collaboration with Annelie Ramsbrock |
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Pubbl/distr/stampa |
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New York : , : Berghahn Books, , 2011 |
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ISBN |
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Descrizione fisica |
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1 online resource (308 p.) |
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Collana |
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Studies in contemporary European history ; ; volume 3 |
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Disciplina |
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Soggetti |
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History - Philosophy |
European cooperation |
Collective memory - Europe |
Europe History 20th century Congresses |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Papers from a conference held May 2004 in Potsdam. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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Despite the growing interest in general European history, the European dimension is surprisingly absent from the writing of contemporary |
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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 |
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