I am asking if anyone could recommand me a book containing the rigorous construction of stochastic integral with respect to levy processes(as integrators). Many thanks!
2026-03-27 03:41:51.1774582911
Construction of Stochastic integration with respect to levy processes
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Please refer to the book: D. Applebaum, Lévy Processes and Stochastic Calculus, 2nd Ed, Cambridge University Press, 2005.