Levy Processes
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Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2014-01-09 - Publisher: Springer Science & Business Media
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory
Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press
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
Language: en
Pages: 414
Pages: 414
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr
Language: en
Pages: 200
Pages: 200
Type: BOOK - Published: 2003-05-07 - Publisher: Wiley
Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L?vy processes has
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
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