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Lévy processes and stochastic calculus

A fully revised and appended edition of this unique volume, which develops together these two important subjects.

Detalles Bibliográficos
Autor principal: Applebaum, David
Lenguaje:eng
Publicado: Cambridge University Press 2009
Materias:
Acceso en línea:http://cds.cern.ch/record/1991145
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author Applebaum, David
author_facet Applebaum, David
author_sort Applebaum, David
collection CERN
description A fully revised and appended edition of this unique volume, which develops together these two important subjects.
id cern-1991145
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
publisher Cambridge University Press
record_format invenio
spelling cern-19911452021-04-21T20:28:57Zhttp://cds.cern.ch/record/1991145engApplebaum, DavidLévy processes and stochastic calculusMathematical Physics and MathematicsA fully revised and appended edition of this unique volume, which develops together these two important subjects.Cambridge University Pressoai:cds.cern.ch:19911452009
spellingShingle Mathematical Physics and Mathematics
Applebaum, David
Lévy processes and stochastic calculus
title Lévy processes and stochastic calculus
title_full Lévy processes and stochastic calculus
title_fullStr Lévy processes and stochastic calculus
title_full_unstemmed Lévy processes and stochastic calculus
title_short Lévy processes and stochastic calculus
title_sort lévy processes and stochastic calculus
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1991145
work_keys_str_mv AT applebaumdavid levyprocessesandstochasticcalculus