Cover of Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)

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.