Lévy processes and stochastic calculus
By: David Applebaum.
Edition: 2nd ed.
Series: Cambridge studies in advanced mathematics -- 116
Publisher: Cambridge University Press
Published: 2009
Place of publication: Cambridge; New York
Language: eng
Number of pages: 460
ISBN-13: 9780521738651
Subjects: Lévy processes; Stochastic analysis
Notes: Includes bibliographical references (p. 431-448) and indexes.