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Stochastic Integration Theory PDF
by Peter Medvegyev
Part of the Oxford Graduate Texts in Mathematics series
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).
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:OUP Oxford
- Publication Date:26/07/2007
- Category:
- ISBN:9780191526886
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:OUP Oxford
- Publication Date:26/07/2007
- Category:
- ISBN:9780191526886