Book 2004
Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)
- Publisher
- Cambridge University Press
- Language
- English
- Published
- 2004
- Probability & statistics
- Stochastic analysis
- Mathematics
- Differential Equations
- Lâevy processes
- Levy processes
The aim of this section is to give a brief resume of key notions of measure theory and probability that will be used extensively throughout the book and to fix some notation and terminology once and for all.