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Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]]
| Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
| Autore | Applebaum David <1956-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
| Disciplina | 519.2/2 |
| Collana | Cambridge studies in advanced mathematics |
| Soggetto topico |
Lévy processes
Stochastic analysis |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Altri titoli varianti | Lévy Processes & Stochastic Calculus |
| Record Nr. | UNINA-9910457662903321 |
Applebaum David <1956->
|
||
| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]]
| Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
| Autore | Applebaum David <1956-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
| Disciplina | 519.2/2 |
| Collana | Cambridge studies in advanced mathematics |
| Soggetto topico |
Lévy processes
Stochastic analysis |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Altri titoli varianti | Lévy Processes & Stochastic Calculus |
| Record Nr. | UNINA-9910784320403321 |
|
Applebaum David <1956->
|
||
| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]]
| Lévy processes and stochastic calculus / / David Applebaum [[electronic resource]] |
| Autore | Applebaum David <1956-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2004 |
| Descrizione fisica | 1 online resource (xxiv, 384 pages) : digital, PDF file(s) |
| Disciplina | 519.2/2 |
| Collana | Cambridge studies in advanced mathematics |
| Soggetto topico |
Lévy processes
Stochastic analysis |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Altri titoli varianti | Lévy Processes & Stochastic Calculus |
| Record Nr. | UNINA-9910828068103321 |
|
Applebaum David <1956->
|
||
| Cambridge : , : Cambridge University Press, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||