Levy Processes and Stochastic Calculus - Applebaum, David (University of Sheffield)
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A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Levy processes with finite variation, multiple Wiener-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.

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Produktbeschreibung
A unique development of these two subjects contained in a single volume. New topics featured in this fully revised edition include regular variation and subexponential distributions, characterisation of Levy processes with finite variation, multiple Wiener-Levy integrals and chaos decomposition, and introductions to Malliavin calculus and stability theory for Levy-driven SDEs.
Autorenporträt
David Appelbaum has previously worked at a University as well as in publishing. His most recent books include notes on water: an aqueous phenomenology [Monkfish, 2018].