Lévy processes and stochastic calculus
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| Main Author: | |
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| Format: | Book |
| Published: |
Cambridge
Cambridge University Press
2009
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| Edition: | 2nd ed |
| Series: | Cambridge studies in advanced mathematics
116 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Physical Description: | xxx, 460 p. 23 cm |
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| Bibliography: | Includes bibliographical references (p. 431-448) and indexes |
| ISBN: | 9780521738651 0521738652 |
Introductory lectures on fluctuations of Levy processes with applications