Stochastic Integration Theory (Oxford Graduate Texts in Mathematics Book 14)
Author(s)
Medvegyev, Peter
Medvegyev, Peter
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).
Name in long format: | Stochastic Integration Theory (Oxford Graduate Texts in Mathematics Book 14) |
---|---|
ISBN-10: | 0191526886 |
ISBN-13: | 9780191526886 |
Book pages: | 544 |
Book language: | en |
Edition: | 1 |
Binding: | Kindle Edition |
Publisher: | OUP Oxford |