Vineet Nayyar Learning Resource Centre

Levy processes and stochastic calculus

Applebaum, David,

Levy processes and stochastic calculus - 2nd ed - Cambridge New York Cambridge University Press, 2010 - 460 p. - Cambridge studies in advanced mathematics .

Includes bibliographical references and indexes.

9780521738651 9780521170116


Mathematics
Stochastic analysis.

519.2 / APP