| 000 -LEADER |
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| fixed length control field |
01646 a2200217 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20181126122353.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
181122b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9780521738651 |
| 040 ## - CATALOGING SOURCE |
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| Transcribing agency |
IIT Kanpur |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.22 |
| Item number |
Ap52l2 |
| 100 ## - MAIN ENTRY--AUTHOR NAME |
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| Personal name |
Applebaum, David |
| 245 ## - TITLE STATEMENT |
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| Title |
Levy processes and stochastic calculus |
| Statement of responsibility, etc |
David Applebaum |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher |
Cambridge University Press |
| Year of publication |
2009 |
| Place of publication |
Cambridge |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xxx, 460p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Cambridge studies in advanced mathematics / edited by B. Bollobas; v.116 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Term |
Stochastic analysis |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Books |
