Stochastic integration theory /
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Author / Creator: | Medvegyev, Péter. |
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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: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11156446 |
Summary: | 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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Physical Description: | 1 online resource (xix, 608 pages) |
Bibliography: | Includes bibliographical references (pages 597-602) and index. |
ISBN: | 9780191526886 0191526886 0199215251 9780199215256 |