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Lévy processes and stochastic calculus /

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Bibliographic Details
Main Author: Applebaum, David, 1956-
Format: Book
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2004.
Series:Cambridge studies in advanced mathematics ; 93.
Subjects:
Lévy processes.
Stochastic analysis.
Online Access:Publisher description
Table of contents
Description
Physical Description:xxiv, 384 pages ; 24 cm.
Bibliography:Includes bibliographical references (pages 360-374) and indexes.
ISBN:0521832632