[分享]Levy Processes and Stochastic Calculus

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Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
By David Applebaum

Publisher:  Cambridge University Press
Number Of Pages:  408
Publication Date:  2004-07-05
ISBN-10 / ASIN:  0521832632
ISBN-13 / EAN:  9780521832632
Binding:  Hardcover


Product 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. David Applebaum connects the two subjects together in this monograph. After an introduction to the general theory of Lévy processes, he accessibly develops the stochastic calculus for Lévy processes. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem, are described.

http://rapidshare.com/files/101704900/0521832632.rar__654911e__via_gigapedia.info__.html

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[此贴子已经被作者于2008-8-1 11:08:48编辑过]

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关键词：Stochastic Processes Calculus Stochast Process 分享 Processes Calculus Stochastic Levy

买了，谢谢分享。

买了，不错。

有没有这本书： J. Bertoin, L´evy Processes, Cambridge University Press (1996).

急需！

骗人帖[em16][em16][em16][em16][em16][em16][em18][em18]

只是链接而已 对咱还是不能下载

hao gui!

谢谢分享！！！

谢谢分享，楼主好人啊！1

买了，但是下载的东西 解压不了 建议楼主放上你下载下来可以解压的文件，非常感谢

md  骗子