Book Details
Format
Paperback / Softback
Book Series
Cambridge Studies in Advanced Mathematics
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
Product Classification:
Calculus & mathematical analysisStochastics
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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