Cover Image

Lévy processes and stochastic calculus /

Show other versions (1)
Bibliographic Details
Main Author: Applebaum, David, 1956-
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, [2009]
Edition:2nd ed.
Series:Cambridge studies in advanced mathematics ; 116.
Subjects:
Lévy processes.
Stochastic integral equations.
Description
Item Description:Previous edition: 2004.
Physical Description:xxx, 460 pages ; 23 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780521738651 (pbk.)
0521738652 (pbk.)