5728217
9780199215256
Stochastic Integration Theory
by Medvegyev, Peter
About this item
- Condition: New
- Provider: LightningBooks Contact
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Product details
- ISBN-13: 9780199215256
- ISBN: 0199215251
- Publisher: Oxford University Press, Incorporated
AUTHOR
SUMMARY
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).Medvegyev, Peter is the author of 'Stochastic Integration Theory' with ISBN 9780199215256 and ISBN 0199215251.
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