{"product_id":"levy-processes-and-stochastic-calculus-cambridge-university-press-9780521738651-david-applebaum","title":"Levy Processes and Stochastic Calculus","description":"\u003cp\u003eDiscover the intricate world of stochastic analysis with \u003cstrong\u003eLevy Processes and Stochastic Calculus\u003c\/strong\u003e by \u003cstrong\u003eDavid Applebaum\u003c\/strong\u003e. Published in 2009 by \u003cstrong\u003eCambridge University Press\u003c\/strong\u003e, this comprehensive second revised edition spans 492 pages and offers a unique integration of Lévy processes and stochastic calculus in a single volume.\u003c\/p\u003e \n\n\u003cp\u003eThis edition introduces exciting new topics, including regular variation and subexponential distributions, as well as the characterization of Lévy processes with finite variation. Delve into advanced concepts such as multiple Wiener-Lévy integrals, chaos decomposition, and gain insights into Malliavin calculus and stability theory for Lévy-driven stochastic differential equations (SDEs).\u003c\/p\u003e \n\n\u003cp\u003eWhether you're a student or a professional in the field, this book is an essential resource for deepening your understanding of these complex subjects. Enhance your library with this pivotal text today!\u003c\/p\u003e","brand":"David Applebaum","offers":[{"title":"Default Title","offer_id":52237146194262,"sku":"9780521738651","price":101.85,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0886\/3206\/6390\/files\/9780521738651.jpg?v=1767758279","url":"https:\/\/www.englishbook.fi\/products\/levy-processes-and-stochastic-calculus-cambridge-university-press-9780521738651-david-applebaum","provider":"Bookshop","version":"1.0","type":"link"}