{"product_id":"lvy-processes-and-stochastic-calculus-david-applebaum-9780521738651","title":"L騅y Processes and Stochastic Calculus","description":"L vy 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 L vy processes, then leading on to develop the stochastic calculus for L vy 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 L vy processes to have finite moments; characterization of L vy processes with finite variation; Kunita's estimates for moments of L vy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general L vy processes; multiple Wiener-L vy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for L vy-driven SDEs.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e David Applebaum\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0521738652\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780521738651\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/30\/2009\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 492\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.60lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.90h x 5.90w x 1.00d","brand":"David Applebaum","offers":[{"title":"Paperback","offer_id":43920060875007,"sku":"9780521738651","price":107.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_55b840d9-5f4d-4ae2-b0ee-376622993ea7.jpg?v=1680813381","url":"https:\/\/www.whiterainbookhouse.com\/products\/lvy-processes-and-stochastic-calculus-david-applebaum-9780521738651","provider":"WR Book House","version":"1.0","type":"link"}