Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
Publisher: Cambridge University Press
Published: July 5, 2004
Language: eng
Format: Hardcover
Number of pages: 408
ISBN-13: 9780521832632
Subjects: Probability & statistics; Stochastic analysis; Mathematics; Science/Mathematics; Differential Equations; Probability & Statistics - General; Mathematics / Differential Equations; Lâevy processes; Levy processes
First sentence: The aim of this section is to give a brief resume of key notions of measure theory and probability that will be used extensively throughout the book and to fix some notation and terminology once and for all.