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Stochastic Integration Theory, PDF eBook

Stochastic Integration Theory PDF

Part of the Oxford Graduate Texts in Mathematics series

PDF

Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

Description

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 importantexamples (Brownian motion, Poisson process).

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