£69.27

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

Mint

Price data last checked 179 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£69 today · usual range £0–£0 · best ever £57

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 552 days • 552 data points (No recent data available)

Historical
Generating forecast...
£80.83 £55.01 £60.65 £66.28 £71.91 £77.54 £83.18 09 June 2024 24 October 2024 11 March 2025 27 July 2025 12 December 2025

Price Distribution

Price distribution over 552 days • 5 price ranges

Days at Price
Current Price
119 days 214 days 69 days · current 145 days 5 days 0 54 107 161 214 £57-62 £62-67 £67-71 £71-76 £76-81 Days at Price

Price Analysis

Most common range: £62-67 (214 days, 38.8%)

Price range: £57 - £81

Price levels: 5 price ranges over 552 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

Colour
Mint
Format
paperback
Domain
Amazon UK
Release Date
30 April 2009
Listed Since
28 July 2008

Barcode

No barcode data available

Similar Products You Might Like

Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties: 2099 (Lecture Notes in Mathematics, 2099)
98% match

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

Springer

£36.47 15 Apr 2026
Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)
98% match

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

Cambridge University Press

£63.22 17 Apr 2026
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)
98% match

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

Cambridge University Press

£116.38 02 Mar 2026
Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
98% match

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

Cambridge University Press

£60.27 12 Dec 2025
Lévy Processes and Infinitely Divisible Distributions: 68 (Cambridge Studies in Advanced Mathematics, Series Number 68)
98% match

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

Cambridge University Press

£97.00 20 Apr 2026
Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)
98% match

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

Cambridge University Press

£48.56 18 Mar 2026
Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)
98% match

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

Springer

£37.52 12 Mar 2026
Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
97% match

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

Springer

£129.66 12 Jan 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

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

Oxford University Press

£59.80 08 Mar 2026
Semimartingale Theory and Stochastic Calculus
97% match

Semimartingale Theory and Stochastic Calculus

Routledge

£166.98 12 Jan 2026
An Advanced Course in Probability and Stochastic Processes
97% match

An Advanced Course in Probability and Stochastic Processes

£80.02 12 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

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

Springer

£109.97 13 Jan 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
97% match

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

Springer

£99.83 14 Apr 2026
Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance: 2001 (Lecture Notes in Mathematics, 2001)
97% match

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

Springer

£41.15 10 Apr 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
97% match

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

Cambridge University Press

£63.73 16 Mar 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£107.97 12 Feb 2026
Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)
97% match

Stochastic Calculus via Regularizations: 11 (Bocconi & Springer Series, 11)

Springer

£85.60 10 Feb 2026
Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
97% match

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Springer

£62.68 19 Feb 2026
Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)
97% match

Stochastic Analysis: 3 (Monographs in Mathematical Economics, 3)

Springer

£58.02 13 Apr 2026
Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)
97% match

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

CRC Press

£84.34 11 Jan 2026
Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)
97% match

Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)

Springer

£94.04 08 Jan 2026
Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)
97% match

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Springer

£89.73 11 Mar 2026
Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)
97% match

Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)

Cambridge University Press

£100.37 28 Jan 2026