Levy processes and stochastic calculus /

Applebaum, David

Levy processes and stochastic calculus / David Applebaum. - 2nd ed. - Cambridge ; New York : Cambridge University Press, c2009. - xxx, 460 p. ; - Cambridge studies in advanced mathematics ; 116 .

9780521170116


Levy processes.
Stochastic analysis.

519.246 / APP

University Library
Cochin University of Science and Technology
Kochi-682 022, Kerala, India