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Levy processes and stochastic calculus /

~

Applebaum, David, (1956-)

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Levy processes and stochastic calculus /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Levy processes and stochastic calculus // David Applebaum.
Author:	Applebaum, David,
Published:	Cambridge, UK :Cambridge University Press, : c2004.,
Description:	xxiv, 384 p. ;24 cm.
Series:	Cambridge studies in advanced mathematics ;
Subject:	Levy processes. -
Online resource:	http://www.loc.gov/catdir/toc/cam041/2003063882.htmlhttp://www.loc.gov/catdir/toc/cam041/2003063882.html
Online resource:	http://www.loc.gov/catdir/description/cam041/2003063882.htmlhttp://www.loc.gov/catdir/description/cam041/2003063882.html
ISBN:	0521832632 :

Levy processes and stochastic calculus /
Applebaum, David,1956-

Levy processes and stochastic calculus /David Applebaum. - Cambridge, UK :Cambridge University Press,c2004. - xxiv, 384 p. ;24 cm. - Cambridge studies in advanced mathematics ;93.

Includes bibliographical references (p. 360-374) and indexes.

ISBN: 0521832632 :US80.00

LCCN: 2003063882Subjects--Topical Terms:

747418
Levy processes.

LC Class. No.: QA274.73 / .A67 2004

Dewey Class. No.: 519.2/2

Levy processes and stochastic calculus /
LDR:00909cam a2200217 a 45 001 714131
005 20070904
008 070320s2004 enk b 001 0 eng
010 $a 2003063882
020 $a 0521832632 : $c US80.00
035 $a ibw95000035
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a QA274.73 $b .A67 2004
082 0 0 $a 519.2/2 $2 22
100 $a Applebaum, David, $d 1956- $3 710327
245 1 0 $a Levy processes and stochastic calculus / $c David Applebaum.
260 $a Cambridge, UK : $c c2004. $b Cambridge University Press,
300 $a xxiv, 384 p. ; $c 24 cm.
440 0 $a Cambridge studies in advanced mathematics ; $v 93
504 $a Includes bibliographical references (p. 360-374) and indexes.
650 $a Levy processes. $3 747418
650 $a Stochastic analysis. $3 533923
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/cam041/2003063882.html $z http://www.loc.gov/catdir/toc/cam041/2003063882.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/cam041/2003063882.html $z http://www.loc.gov/catdir/description/cam041/2003063882.html

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QA274.73 A67 2004

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