Stochastic Calculus with Lévy Processes

Øksendal, Bernt; Sulem, Agnès

doi:10.1007/978-3-030-02781-0_1

Bernt Øksendal¹⁰ &
Agnès Sulem¹¹

Part of the book series: Universitext ((UTX))

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Abstract

In this chapter we present the basic concepts and results needed for the applied calculus of jump diffusions. Since there are several excellent books which give a detailed account of this basic theory, we will just briefly review it here and refer the reader to these books for more information.

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Authors and Affiliations

Department of Mathematics, University of Oslo, Oslo, Norway
Bernt Øksendal
Inria Research Center of Paris, Paris, France
Agnès Sulem

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Bernt Øksendal
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Agnès Sulem
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Correspondence to Bernt Øksendal .

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Øksendal, B., Sulem, A. (2019). Stochastic Calculus with Lévy Processes. In: Applied Stochastic Control of Jump Diffusions. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-030-02781-0_1

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DOI: https://doi.org/10.1007/978-3-030-02781-0_1
Published: 18 April 2019
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-02779-7
Online ISBN: 978-3-030-02781-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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