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Stochastic Integration Theory

Language EnglishEnglish
Book Hardback
Book Stochastic Integration Theory Peter Medvegyev
Libristo code: 04866483
Publishers Oxford University Press, July 2007
This graduate level text covers the theory of stochastic integration, an important area of Mathemati... Full description
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45 391 Ft
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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
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

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
Economics, Finance, Business & Management > Economics
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