Levy Processes and Stochastic Calculus

Levy Processes and Stochastic Calculus - Applebaum David - Knihy
Datum vydání
12. 5. 2014
3 289 Kč
2 861 Kč
428 Kč

Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Levy processes, then leading on to develop the stochastic calculus for Levy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These inc..
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Kategorie a štítky
Typ produktu: Kniha
Datum vydání: 12. 5. 2014
Jazyk: anglicky
Výška: 229 mm
Šířka: 153 mm
Hloubka: 37 mm
Hmotnost: 735 g
EAN: 9780521738651