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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)

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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 電子書下載

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發表於2024-11-20

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

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未曾深讀，但自以為此書重於Stochastic Integral driven by Levy processes 以及 SDE 。非常清晰而且易於入門。對於Levy processes， Sato 的書更適用於入門以及理解levy processes的結構。此書的順序可能會有點奇怪，在第一章就介紹瞭Wiener-Hopf factorisation 和 local tim...

評分☆☆☆☆☆

未曾深讀，但自以為此書重於Stochastic Integral driven by Levy processes 以及 SDE 。非常清晰而且易於入門。對於Levy processes， Sato 的書更適用於入門以及理解levy processes的結構。此書的順序可能會有點奇怪，在第一章就介紹瞭Wiener-Hopf factorisation 和 local tim...

評分☆☆☆☆☆

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程，寫的非常具體，易於理解。作為南開的學生，我在第二版的前言看到瞭下麵一段：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...

評分☆☆☆☆☆

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程，寫的非常具體，易於理解。作為南開的學生，我在第二版的前言看到瞭下麵一段：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...

評分☆☆☆☆☆

這是我見過的最淺顯易懂的 Levy 過程和隨機分析方麵的教程，寫的非常具體，易於理解。作為南開的學生，我在第二版的前言看到瞭下麵一段：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:

頁數:490

譯者:

出版時間:2009-05-11

價格:USD 65.00

裝幀:Paperback

isbn號碼:9780521738651

叢書系列:Cambridge Studies in Advanced Mathematics

圖書標籤: 數學金融

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics) 2024 pdf epub mobi 電子書下載

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