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Levy Processes and Stochastic Calculus
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Levy Processes and Stochastic Calculus

2 Revised edition

Book Details

Format Paperback / Softback
ISBN-10 0521738652
ISBN-13 9780521738651
Edition 2 Revised edition
Publisher Cambridge University Press
Imprint Cambridge University Press
Country of Manufacture GB
Country of Publication GB
Publication Date Apr 30th, 2009
Print length 492 Pages
Weight 732 grams
Dimensions 22.90 x 15.10 x 2.60 cms
Ksh 15,100.00
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A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Lévy processes with finite variation, multiple Wiener-Lévy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Lévy-driven SDEs.

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