Research Catalog

Lévy processes and stochastic calculus /

Title
Lévy processes and stochastic calculus / David Applebaum.
Author
Applebaum, David, 1956-
Publication
New York : Cambridge University Press, 2004.

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StatusFormatAccessCall NumberItem Location
TextUse in library QA274.73 .A67 2004Off-site

Details

Description
xxiv, 384 p.; 24 cm.
Series Statement
Cambridge studies in advanced mathematics ; 93
Subject
  • Lévy processes
  • Stochastic analysis
Bibliography (note)
  • Includes bibliographical references and index.
ISBN
0521832632
LCCN
2003063882
Owning Institutions
Princeton University Library