Lévy Processes And Stochastic Calculus
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| Google books | books.google.com |
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| Originally published | 2004 |
| Authors | David Applebaum |
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| ID | 2114425 |
About Lévy Processes And Stochastic Calculus
Lévy 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. For the first time in a book, Applebaum ties the two subjects together. . . .