Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116) - Image 1

£76.82

Cambridge University Press Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

Name: Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
Brand: Cambridge University Press
Price: 76.82 GBP
Availability: InStock

Mint

Applied Mathematics

This is the most expensive it has ever been. Walk away.

£77 today · previous high £77 · all-time low £73

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 46 days · 46 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 46 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £77 (31 days, 67.4%)

Price range: £73 - £77

Price levels: 2 different prices over 46 days

Description

Lévy 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 Lévy processes, then leading on to develop the stochastic calculus for Lévy 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 Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.

Product Specifications

Brand: Cambridge University Press
Colour: Mint
Format: paperback
ASIN: 0521738652
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 30 April 2009
Listed Since: 28 July 2008

Barcode

No barcode data available

Cambridge University Press Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)

Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)

Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)

Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)

Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)

Lévy Processes: Theory and Applications

Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Semimartingale Theory and Stochastic Calculus

An Advanced Course in Probability and Stochastic Processes

Springer Limit Theorems for Stochastic Processes - Vol 288

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Birkhauser Stochastic Analysis and Related Topics - Vol 72

Stochastic Analysis and Related Topics: A Festschrift in Honor of Rodrigo Bañuelos: 72 (Progress in Probability, 72)

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001)

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics): 120 (Cambridge Studies in Advanced Mathematics, Series Number 120)

An Introduction to Stochastic Modeling

Cambridge Introduction to Malliavin Calculus Textbook

Stochastic Calculus and Differential Equations for Physics and Finance

Stochastic Models (Contemporary Mathematics): Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico

Cambridge Ito Calculus Vol 2 - Diffusions and Martingales