Stochastic integration theory /

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Bibliographic Details
Author / Creator:	Medvegyev, Péter.
Imprint:	Oxford ; New York : Oxford University Press, 2007.
Description:	1 online resource (xix, 608 pages)
Language:	English
Series:	Oxford graduate texts in mathematics ; 14 Oxford graduate texts in mathematics ; 14.
Subject:	Stochastic integrals. Martingales (Mathematics) Stochastic processes. Martingales (Mathematics) Stochastic integrals. Stochastic processes. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11156446

Hidden Bibliographic Details
ISBN:	9780191526886 0191526886 0199215251 9780199215256
Digital file characteristics:	data file
Notes:	Includes bibliographical references (pages 597-602) and index. Print version record.
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. - ;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 as.
Other form:	Print version: Medvegyev, Péter. Stochastic integration theory. Oxford ; New York : Oxford University Press, 2007 0199215251 9780199215256

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