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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 :Cambridge University Press, : c2009.,
Description:	xxx, 460 p. ;23 cm.
Subject:	Levy processes. -
Online resource:	http://www.loc.gov/catdir/enhancements/fy0916/2009288268-d.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0916/2009288268-t.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0916/2009288268-b.html
ISBN:	9780521738651 (pbk.) :

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

Levy processes and stochastic calculus /David Applebaum. - 2nd ed. - Cambridge :Cambridge University Press,c2009. - xxx, 460 p. ;23 cm. - Cambridge studies in advanced mathematics ;116.

Includes bibliographical references (p. 431-448) and indexes.

ISBN: 9780521738651 (pbk.) :US65.00

LCCN: 2009288268Subjects--Topical Terms:

747418
Levy processes.

LC Class. No.: QA274.73 / .A67 2009

Levy processes and stochastic calculus /
LDR:00991cam 2200241 a 4500 001 914237
005 20100928130056.0
008 110221s2009 enk b 001 0 eng
010 $a 2009288268
020 $a 9780521738651 (pbk.) : $c US65.00
035 $a as99wn07017
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a QA274.73 $b .A67 2009
090 $a QA/274.73/.A67/2009//////W0137637
100 1 $a Applebaum, David, $d 1956- $3 710327
245 1 0 $a Levy processes and stochastic calculus / $c David Applebaum.
250 $a 2nd ed.
260 # $a Cambridge : $b Cambridge University Press, $c c2009.
300 $a xxx, 460 p. ; $c 23 cm.
490 0 $a Cambridge studies in advanced mathematics ; $v 116
504 $a Includes bibliographical references (p. 431-448) and indexes.
650 # 0 $a Levy processes. $3 747418
650 # 0 $a Stochastic analysis. $3 533923
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0916/2009288268-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0916/2009288268-t.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0916/2009288268-b.html

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W0137637

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QA274.73 A67 2009

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