Levy processes and stochastic calculus

• Main Author: Applebaum, David
• Format: Book
• Language: English
• Published: Cambridge Cambidge University Press 2004
• Series: Cambridge studies in advanced mathematics 93
• Subjects: Στοχαστικές διαδικασίες
• Physical Description: xxiv, 384 p. 24 cm.
• Bibliography: Includes bibliographical references and index
• ISBN: 0521832632