Stochastic Calculus with Lévy Processes

  • Bernt ØksendalEmail author
  • Agnès Sulem
Part of the Universitext book series (UTX)


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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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of OsloOsloNorway
  2. 2.Inria Research Center of ParisParisFrance

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