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Stochastic Integration Theory
Language
English
English
Book
Hardback
This graduate level text covers the theory of stochastic integration, an important area of Mathemati...
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Libristo code: 04866483
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This graduate level text covers the theory of stochastic integration, an important area of Mathematics that has a wide range of applications, including financial mathematics and signal processing. Aimed at graduate students in Mathematics, Statistics, Probability, Mathematical Finance, and Economics, the book not only covers the theory of the stochastic integral in great depth but also presents the associated theory (martingales, Levy processes) and important examples (Brownian motion, Poisson process).
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About the book
Full name
Stochastic Integration Theory
Author
Peter Medvegyev
Language
English
English
Binding
Book - Hardback
Date of issue
2007
Number of pages
632
EAN
9780199215256
ISBN
0199215251
Libristo code
04866483
Publishers
Oxford University Press
Weight
1042
Dimensions
166 x 241 x 37
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