Stochastic Integration Theory by Peter Medvegyev

Part of Oxford Graduate Texts In Mathematics series

Summary

This graduate level text covers the theory of stochastic integration, an important area of Mathematics with a wide range of applications, including financial mathematics and signal processing.

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Stochastic Integration Theory by Peter Medvegyev

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).

SKU	Unavailable
ISBN 13	9780199215256
ISBN 10	0199215251
Title	Stochastic Integration Theory
Author	Peter Medvegyev
Series	Oxford Graduate Texts In Mathematics
Condition	Unavailable
Publisher	Oxford University Press
Year published	2007-07-26
Number of pages	632
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable