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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
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发表于2024-12-23

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书


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未曾深读，但自以为此书重于Stochastic Integral driven by Levy processes 以及 SDE 。非常清晰而且易于入门。 对于Levy processes， Sato 的书更适用于入门以及理解levy processes的结构。此书的顺序可能会有点奇怪，在第一章就介绍了Wiener-Hopf factorisation 和 local tim...  

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这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程，写的非常具体，易于理解。 作为南开的学生，我在第二版的前言看到了下面一段：Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

评分☆☆☆☆☆

这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程，写的非常具体，易于理解。 作为南开的学生，我在第二版的前言看到了下面一段：Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

评分☆☆☆☆☆

这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程，写的非常具体，易于理解。 作为南开的学生，我在第二版的前言看到了下面一段：Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

评分☆☆☆☆☆

这是我见过的最浅显易懂的 Levy 过程和随机分析方面的教程，写的非常具体，易于理解。 作为南开的学生，我在第二版的前言看到了下面一段：Changes to the present volume are of two types. On the one hand there was the need to correct errors and typos and also to make...

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出版者:Cambridge University Press
作者:David Applebaum
出品人:
页数:490
译者:
出版时间:2009-05-11
价格:USD 65.00
装帧:Paperback
isbn号码:9780521738651
丛书系列:Cambridge Studies in Advanced Mathematics

图书标签: 数学  金融   

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书 图书描述

Levy 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. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Levy processes, then leading on to develop the stochastic calculus for Levy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Levy processes to have finite moments; characterisation of Levy processes with finite variation; Kunita's estimates for moments of Levy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Levy processes; multiple Wiener-Levy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Levy-driven SDEs.

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书
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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 电子书

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